-97.5%
FCEL vs NVT
+732.7%
-830.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.2% | +14.6% | +15.6% |
| 7D | +4.0% | +10.4% | -6.4% | -3.3% |
| 30D | -13.1% | -1.3% | -11.8% | -12.0% |
| 3M | +14.6% | -0.6% | +15.2% | +17.7% |
| 6M | +133.7% | +53.8% | +79.9% | +75.7% |
| YTD | +143.0% | +60.2% | +82.8% | +78.4% |
| 1Y | +320.9% | +76.8% | +244.1% | +193.7% |
| 3Y | -58.9% | +191.2% | -250.1% | -81.8% |
| 5Y | -89.7% | +430.9% | -520.6% | -97.1% |
| All | -97.5% | +732.7% | -830.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling