-55.1%
FCEL vs NVDX
+815.5%
-870.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.4% |
| 7D | +15.1% | -0.9% | +16.0% | +15.1% |
| 30D | -16.4% | +3.0% | -19.4% | -17.3% |
| 3M | -5.3% | +6.8% | -12.0% | -7.0% |
| 6M | +124.5% | +28.6% | +95.9% | +113.5% |
| YTD | +126.7% | +17.0% | +109.7% | +118.0% |
| 1Y | +219.9% | +27.0% | +192.9% | +202.2% |
| All | -55.1% | +815.5% | -870.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling