+14.6%
FCEL vs NVD
-22.2%
+36.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.9% | +14.9% | +20.4% |
| 7D | +4.0% | -7.7% | +11.6% | -0.7% |
| 30D | -13.1% | -5.8% | -7.3% | -13.1% |
| 3M | +14.6% | -23.2% | +37.8% | +6.4% |
| All | +14.6% | -22.2% | +36.8% | +6.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling