-20.1%
NVDL vs FCEL
+32.6%
-52.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.0% | -0.1% | -5.3% |
| 7D | -14.0% | -14.9% | +0.8% | -12.1% |
| 30D | -31.2% | -41.7% | +10.5% | -26.5% |
| 3M | -15.5% | -53.2% | +37.7% | -8.0% |
| 6M | -10.3% | -19.0% | +8.8% | -11.4% |
| YTD | -5.8% | +44.2% | -50.0% | -18.2% |
| 1Y | -20.1% | +42.4% | -62.5% | -32.7% |
| All | -20.1% | +32.6% | -52.7% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling