+1,065.2%
NRG vs FCEL
-99.1%
+1,164.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -4.7% | +6.3% | -11.0% | -5.0% |
| 30D | -6.0% | -26.7% | +20.7% | -4.7% |
| 3M | -8.0% | -10.2% | +2.2% | -8.6% |
| 6M | -23.2% | +123.5% | -146.6% | -28.1% |
| YTD | -28.1% | +117.4% | -145.4% | -32.8% |
| 1Y | -27.3% | +146.0% | -173.2% | -32.9% |
| 3Y | +208.7% | -61.9% | +270.5% | +196.8% |
| 5Y | +197.7% | -90.5% | +288.2% | +195.6% |
| All | +1,065.2% | -99.1% | +1,164.3% | +1,213.8% |
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