+242.8%
NVDA vs FCEL
-66.8%
+309.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -3.9% |
| 7D | -8.5% | +14.8% | -23.3% | -9.4% |
| 30D | -27.3% | -33.9% | +6.6% | -25.4% |
| 3M | -25.8% | -52.7% | +26.9% | -22.6% |
| 6M | -24.6% | -40.0% | +15.5% | -24.2% |
| YTD | -10.7% | +40.2% | -50.9% | -16.6% |
| 1Y | -14.0% | +32.9% | -47.0% | -19.8% |
| All | +242.8% | -66.8% | +309.7% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling