-49.7%
NRG vs FCEL
+32.6%
-82.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -6.0% | -7.5% | -12.9% |
| 7D | -13.7% | -14.9% | +1.1% | -12.3% |
| 30D | -13.6% | -41.7% | +28.1% | -9.3% |
| 3M | -28.5% | -53.2% | +24.6% | -24.0% |
| 6M | -45.8% | -19.0% | -26.7% | -45.9% |
| YTD | -46.9% | +44.2% | -91.1% | -51.6% |
| 1Y | -49.7% | +42.4% | -92.1% | -54.9% |
| All | -49.7% | +32.6% | -82.3% | -54.9% |
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