+514.0%
NOW vs FCEL
-99.1%
+613.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.1% | +1.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.4% |
| 30D | -27.0% | -31.6% | +4.7% | -26.0% |
| 3M | -19.6% | -52.4% | +32.8% | -17.8% |
| 6M | +17.5% | -51.4% | +68.9% | +17.5% |
| YTD | -33.3% | +32.4% | -65.7% | -37.2% |
| 1Y | -39.8% | +37.5% | -77.3% | -43.7% |
| 3Y | -19.9% | -69.3% | +49.4% | -23.3% |
| 5Y | -26.1% | -97.1% | +71.1% | -22.2% |
| All | +514.0% | -99.1% | +613.1% | +676.6% |
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