+115.1%
NOK vs FCEL
-90.6%
+205.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | +11.0% | +6.3% | +4.7% | +10.2% |
| 30D | +7.8% | -26.7% | +34.5% | +10.8% |
| 3M | -21.0% | -10.2% | -10.8% | -21.6% |
| 6M | +40.9% | +123.5% | -82.6% | +27.3% |
| YTD | +72.0% | +117.4% | -45.3% | +54.5% |
| 1Y | +140.9% | +146.0% | -5.1% | +109.9% |
| 3Y | +194.3% | -61.9% | +256.2% | +188.7% |
| All | +115.1% | -90.6% | +205.7% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling