+19,691.7%
NTAP vs FCEL
-99.8%
+19,791.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.8% | -15.8% | +15.1% | +1.3% |
| 30D | -0.5% | -29.3% | +28.7% | +3.5% |
| 3M | +4.1% | -30.1% | +34.2% | +4.6% |
| 6M | +88.0% | +74.4% | +13.5% | +60.0% |
| YTD | +75.6% | +104.5% | -28.9% | +44.3% |
| 1Y | +58.9% | +281.4% | -222.5% | +16.1% |
| 3Y | +153.6% | -66.1% | +219.7% | +128.6% |
| 5Y | +127.6% | -91.9% | +219.5% | +130.2% |
| 10Y | +580.4% | -99.2% | +679.6% | +460.0% |
| All | +19,691.7% | -99.8% | +19,791.6% | +7,824.3% |
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 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