-99.1%
FCEL vs NVMI
+3,158.6%
-3,257.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | +6.3% | -0.1% | +6.4% | +6.6% |
| 30D | -26.7% | -8.4% | -18.3% | -22.6% |
| 3M | -10.2% | -33.6% | +23.4% | +17.4% |
| 6M | +123.5% | -14.7% | +138.2% | +149.8% |
| YTD | +117.4% | +13.2% | +104.2% | +104.1% |
| 1Y | +146.0% | +29.0% | +117.0% | +114.2% |
| 3Y | -61.9% | +215.0% | -276.9% | -84.4% |
| 5Y | -90.5% | +268.6% | -359.1% | -96.4% |
| All | -99.1% | +3,158.6% | -3,257.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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