+2,622.7%
NVDL vs FCEL
-84.7%
+2,707.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -0.9% |
| 7D | -0.8% | +15.1% | -15.9% | -3.0% |
| 30D | +3.4% | -16.4% | +19.8% | +5.1% |
| 3M | +8.1% | -5.3% | +13.4% | +4.9% |
| 6M | +31.9% | +124.5% | -92.7% | +8.4% |
| YTD | +21.1% | +126.7% | -105.6% | -1.5% |
| 1Y | +34.0% | +219.9% | -185.8% | -0.1% |
| 3Y | +677.9% | -61.6% | +739.6% | +624.4% |
| All | +2,622.7% | -84.7% | +2,707.4% | +3,310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling