+42.4%
FCEL vs NVD
-27.4%
+69.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.5% | -12.4% | -3.0% |
| 7D | -14.9% | +15.0% | -29.8% | -8.5% |
| 30D | -41.7% | +39.3% | -80.9% | -30.9% |
| 3M | -53.2% | +3.1% | -56.3% | -50.0% |
| 6M | -19.0% | -19.0% | -0.1% | -14.0% |
| YTD | +44.2% | -35.5% | +79.7% | +40.9% |
| 1Y | +42.4% | -30.2% | +72.6% | +40.2% |
| All | +42.4% | -27.4% | +69.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling