+1,516.1%
NRG vs FCEL
-100.0%
+1,616.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -3.0% |
| 7D | +3.9% | +15.1% | -11.2% | +2.6% |
| 30D | -3.0% | -16.4% | +13.5% | -2.0% |
| 3M | -10.9% | -5.3% | -5.7% | -12.4% |
| 6M | -25.3% | +124.5% | -149.8% | -33.2% |
| YTD | -26.8% | +126.7% | -153.5% | -34.9% |
| 1Y | -23.3% | +219.9% | -243.2% | -34.6% |
| 3Y | +208.6% | -61.6% | +270.3% | +190.7% |
| 5Y | +194.1% | -90.5% | +284.6% | +194.6% |
| 10Y | +1,123.6% | -99.1% | +1,222.7% | +1,121.8% |
| All | +1,516.1% | -100.0% | +1,616.1% | +1,629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling