-69.3%
FCEL vs VCLT
+14.4%
-83.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -4.9% |
| 7D | -2.8% | -2.3% | -0.6% | +1.2% |
| 30D | -31.6% | +0.8% | -32.4% | -32.7% |
| 3M | -52.4% | -2.7% | -49.7% | -50.2% |
| 6M | -51.4% | -4.3% | -47.1% | -47.0% |
| YTD | +32.4% | -4.3% | +36.7% | +43.8% |
| 1Y | +37.5% | -4.4% | +41.9% | +49.6% |
| 3Y | -69.3% | +13.8% | -83.0% | -74.6% |
| All | -69.3% | +14.4% | -83.7% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling