+149.5%
NTAP vs FCEL
-68.7%
+218.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -2.2% |
| 7D | +7.2% | -2.8% | +10.0% | +7.4% |
| 30D | -18.4% | -31.6% | +13.3% | -16.5% |
| 3M | -11.3% | -52.4% | +41.1% | -7.9% |
| 6M | +53.8% | -51.4% | +105.2% | +56.0% |
| YTD | +72.0% | +32.4% | +39.5% | +61.1% |
| 1Y | +68.0% | +37.5% | +30.5% | +56.3% |
| 3Y | +149.5% | -69.3% | +218.8% | +142.3% |
| All | +149.5% | -68.7% | +218.2% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling