-18.6%
NRG vs FCEL
+269.1%
-287.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.2% |
| 7D | +7.1% | -15.8% | +22.9% | +8.7% |
| 30D | -1.4% | -29.3% | +27.9% | +1.4% |
| 3M | -10.5% | -30.1% | +19.7% | -9.9% |
| 6M | -26.7% | +74.4% | -101.2% | -33.2% |
| YTD | -24.5% | +104.5% | -129.0% | -33.3% |
| 1Y | -18.6% | +281.4% | -299.9% | -35.6% |
| All | -18.6% | +269.1% | -287.7% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling