+1,682.3%
NOK vs FCEL
-99.8%
+1,782.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +18.8% | -12.6% | +4.3% |
| 7D | +7.3% | +4.0% | +3.3% | +6.6% |
| 30D | +13.8% | -13.1% | +26.9% | +15.0% |
| 3M | -27.0% | +14.6% | -41.6% | -29.6% |
| 6M | +37.6% | +133.7% | -96.1% | +21.5% |
| YTD | +64.6% | +143.0% | -78.3% | +43.5% |
| 1Y | +132.0% | +320.9% | -188.8% | +87.3% |
| 3Y | +183.7% | -58.9% | +242.5% | +163.7% |
| 5Y | +101.3% | -89.7% | +190.9% | +102.5% |
| 10Y | +122.4% | -99.1% | +221.5% | +100.6% |
| All | +1,682.3% | -99.8% | +1,782.1% | +1,462.7% |
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