-99.9%
FCEL vs VCLT
+103.4%
-203.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -15.8% | -0.5% | -15.3% | -15.6% |
| 30D | -29.3% | -0.9% | -28.4% | -28.9% |
| 3M | -30.1% | -3.2% | -26.9% | -28.4% |
| 6M | +74.4% | -3.8% | +78.3% | +79.6% |
| YTD | +104.5% | -2.0% | +106.5% | +108.1% |
| 1Y | +281.4% | -0.8% | +282.2% | +284.9% |
| 3Y | -66.1% | +12.3% | -78.4% | -67.7% |
| 5Y | -91.9% | -15.4% | -76.4% | -91.7% |
| 10Y | -99.2% | +15.7% | -115.0% | -99.2% |
| All | -99.9% | +103.4% | -203.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling