+42.4%
FCEL vs NVDX
-27.2%
+69.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.2% | +0.2% | -3.1% |
| 7D | -14.9% | -14.1% | -0.8% | -8.6% |
| 30D | -41.7% | -31.3% | -10.3% | -30.7% |
| 3M | -53.2% | -16.2% | -37.0% | -49.5% |
| 6M | -19.0% | -11.9% | -7.2% | -12.9% |
| YTD | +44.2% | -9.4% | +53.6% | +44.0% |
| 1Y | +42.4% | -23.9% | +66.3% | +43.8% |
| All | +42.4% | -27.2% | +69.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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