+499.2%
NOW vs FCEL
-99.1%
+598.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -0.8% |
| 7D | -3.0% | -11.2% | +8.2% | -2.6% |
| 30D | -26.0% | -45.8% | +19.7% | -24.4% |
| 3M | -13.1% | -51.0% | +37.9% | -11.2% |
| 6M | +14.5% | -22.2% | +36.8% | +11.9% |
| YTD | -33.4% | +36.3% | -69.7% | -37.5% |
| 1Y | -40.6% | +29.0% | -69.6% | -44.3% |
| 3Y | -16.3% | -70.9% | +54.6% | -19.5% |
| 5Y | -26.3% | -96.3% | +70.0% | -23.2% |
| All | +499.2% | -99.1% | +598.3% | +643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling