+173.5%
FCEL vs VCLT
-3.8%
+177.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.8% | -3.8% |
| 7D | +6.3% | -1.3% | +7.6% | +8.9% |
| 30D | -18.8% | -1.1% | -17.7% | -17.0% |
| 3M | -3.8% | -3.7% | -0.1% | +3.3% |
| 6M | +121.1% | -4.0% | +125.2% | +134.4% |
| YTD | +113.3% | -3.4% | +116.7% | +127.3% |
| 1Y | +173.5% | -4.1% | +177.6% | +193.8% |
| All | +173.5% | -3.8% | +177.3% | +193.8% |
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