+651.2%
NVDL vs FCEL
-63.4%
+714.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.9% | +1.2% | -4.0% |
| 7D | -8.7% | +6.3% | -15.0% | -9.6% |
| 30D | -1.3% | -18.8% | +17.5% | +0.6% |
| 3M | +11.4% | -3.8% | +15.2% | +8.3% |
| 6M | +22.9% | +121.1% | -98.2% | +4.0% |
| YTD | +15.4% | +113.3% | -97.9% | -2.6% |
| 1Y | +18.8% | +173.5% | -154.8% | -5.7% |
| All | +651.2% | -63.4% | +714.6% | +562.6% |
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