+396.0%
NVDA vs FCEL
-61.1%
+457.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.5% |
| 7D | -0.3% | +15.1% | -15.4% | -1.3% |
| 30D | +2.8% | -16.4% | +19.3% | +3.6% |
| 3M | +7.4% | -5.3% | +12.7% | +5.9% |
| 6M | +22.6% | +124.5% | -101.9% | +12.2% |
| YTD | +20.1% | +126.7% | -106.6% | +9.3% |
| 1Y | +31.2% | +219.9% | -188.7% | +14.9% |
| All | +396.0% | -61.1% | +457.1% | +360.8% |
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