-90.7%
FCEL vs NVT
+399.9%
-490.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.2% |
| 7D | +6.3% | +2.0% | +4.2% | +5.2% |
| 30D | -18.8% | -7.2% | -11.6% | -13.4% |
| 3M | -3.8% | -0.9% | -2.9% | -0.9% |
| 6M | +121.1% | +42.6% | +78.5% | +77.3% |
| YTD | +113.3% | +52.9% | +60.4% | +63.7% |
| 1Y | +173.5% | +64.5% | +109.0% | +103.9% |
| 3Y | -63.9% | +178.0% | -241.9% | -83.5% |
| 5Y | -90.7% | +402.8% | -493.5% | -97.6% |
| All | -90.7% | +399.9% | -490.6% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling