+2,854.7%
NKE vs FCEL
-99.7%
+2,954.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.6% |
| 7D | -2.3% | +15.1% | -17.4% | -3.2% |
| 30D | -10.4% | -16.4% | +6.1% | -9.8% |
| 3M | -15.5% | -5.3% | -10.2% | -16.9% |
| 6M | -32.6% | +124.5% | -157.2% | -38.2% |
| YTD | -39.8% | +126.7% | -166.5% | -45.1% |
| 1Y | -47.6% | +219.9% | -267.5% | -53.7% |
| 3Y | -59.0% | -61.6% | +2.6% | -61.1% |
| 5Y | -74.9% | -90.5% | +15.6% | -74.9% |
| 10Y | -21.9% | -99.1% | +77.2% | -26.3% |
| All | +2,854.7% | -99.7% | +2,954.4% | +2,666.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling