-7.8%
NVTS vs FCEL
-94.1%
+86.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.5% |
| 7D | +2.7% | -15.8% | +18.5% | +9.5% |
| 30D | -4.5% | -29.3% | +24.8% | +9.0% |
| 3M | -61.5% | -30.1% | -31.4% | -59.2% |
| 6M | +28.0% | +74.4% | -46.5% | -16.2% |
| YTD | +65.3% | +104.5% | -39.2% | -0.2% |
| 1Y | +113.0% | +281.4% | -168.4% | -9.6% |
| 3Y | +34.7% | -66.1% | +100.8% | +23.6% |
| All | -7.8% | -94.1% | +86.3% | +52.6% |
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 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