-63.2%
FCEL vs NVD
-99.1%
+35.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +2.0% |
| 7D | +6.3% | +10.8% | -4.5% | +8.3% |
| 30D | -26.7% | +0.8% | -27.4% | -26.2% |
| 3M | -10.2% | -20.8% | +10.7% | -12.0% |
| 6M | +123.5% | -41.2% | +164.6% | +114.3% |
| YTD | +117.4% | -44.2% | +161.6% | +109.1% |
| 1Y | +146.0% | -54.2% | +200.1% | +133.9% |
| 3Y | -61.9% | -99.1% | +37.2% | -71.7% |
| All | -63.2% | -99.1% | +35.9% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling