+14,551.4%
NVDA vs FCEL
-99.2%
+14,650.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -1.8% |
| 7D | -4.3% | +6.3% | -10.6% | -4.9% |
| 30D | +0.5% | -18.8% | +19.3% | +1.7% |
| 3M | +9.1% | -3.8% | +12.9% | +6.9% |
| 6M | +18.5% | +121.1% | -102.7% | +6.1% |
| YTD | +17.4% | +113.3% | -95.9% | +4.8% |
| 1Y | +23.4% | +173.5% | -150.1% | +6.2% |
| 3Y | +380.6% | -63.9% | +444.5% | +353.9% |
| 5Y | +875.7% | -90.7% | +966.4% | +901.9% |
| All | +14,551.4% | -99.2% | +14,650.6% | +18,818.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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