+281.4%
FCEL vs VCLT
-0.4%
+281.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.7% |
| 7D | -15.8% | -0.5% | -15.3% | -15.1% |
| 30D | -29.3% | -0.9% | -28.4% | -27.9% |
| 3M | -30.1% | -3.2% | -26.9% | -25.8% |
| 6M | +74.4% | -3.8% | +78.3% | +81.0% |
| YTD | +104.5% | -2.0% | +106.5% | +112.7% |
| 1Y | +281.4% | -0.8% | +282.2% | +314.5% |
| All | +281.4% | -0.4% | +281.8% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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