-97.7%
FCEL vs NVT
+731.8%
-829.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | -1.6% |
| 7D | +6.3% | +4.1% | +2.2% | +3.6% |
| 30D | -26.7% | -5.1% | -21.5% | -23.5% |
| 3M | -10.2% | -1.2% | -9.0% | -7.6% |
| 6M | +123.5% | +46.6% | +76.9% | +74.3% |
| YTD | +117.4% | +60.0% | +57.4% | +59.9% |
| 1Y | +146.0% | +70.8% | +75.2% | +75.8% |
| 3Y | -61.9% | +187.5% | -249.4% | -83.0% |
| 5Y | -90.5% | +426.1% | -516.7% | -97.3% |
| All | -97.7% | +731.8% | -829.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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