-99.1%
FCEL vs VCLT
+17.1%
-116.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.3% | -1.4% | +7.6% | +7.9% |
| 30D | -26.7% | -1.2% | -25.5% | -25.8% |
| 3M | -10.2% | -4.8% | -5.4% | -5.1% |
| 6M | +123.5% | -2.6% | +126.1% | +131.9% |
| YTD | +117.4% | -3.3% | +120.7% | +127.1% |
| 1Y | +146.0% | -4.8% | +150.8% | +160.5% |
| 3Y | -61.9% | +11.5% | -73.4% | -65.2% |
| 5Y | -90.5% | -17.0% | -73.5% | -89.1% |
| All | -99.1% | +17.1% | -116.2% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling