-9.1%
NVTS vs FCEL
-93.7%
+84.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.5% |
| 7D | -1.4% | +6.3% | -7.7% | -4.8% |
| 30D | -16.5% | -26.7% | +10.2% | -6.7% |
| 3M | -47.6% | -10.2% | -37.5% | -50.5% |
| 6M | +7.3% | +123.5% | -116.2% | -37.5% |
| YTD | +62.9% | +117.4% | -54.5% | -5.1% |
| 1Y | +91.3% | +146.0% | -54.7% | -0.4% |
| 3Y | +43.4% | -61.9% | +105.3% | +23.8% |
| All | -9.1% | -93.7% | +84.6% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling