+568.7%
NTAP vs FCEL
-99.2%
+667.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.3% |
| 7D | -1.0% | +6.3% | -7.2% | -1.3% |
| 30D | -7.5% | -18.8% | +11.3% | -6.8% |
| 3M | +14.6% | -3.8% | +18.5% | +13.4% |
| 6M | +91.0% | +121.1% | -30.1% | +78.3% |
| YTD | +73.7% | +113.3% | -39.6% | +61.7% |
| 1Y | +51.2% | +173.5% | -122.3% | +37.8% |
| 3Y | +146.1% | -63.9% | +210.0% | +137.0% |
| 5Y | +122.8% | -90.7% | +213.5% | +122.6% |
| All | +568.7% | -99.2% | +667.8% | +621.6% |
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