+281.4%
FCEL vs VFC
-6.8%
+288.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | -15.8% | -1.6% | -14.2% | -15.5% |
| 30D | -29.3% | -11.6% | -17.7% | -26.8% |
| 3M | -30.1% | -18.1% | -12.0% | -26.6% |
| 6M | +74.4% | -27.4% | +101.8% | +87.3% |
| YTD | +104.5% | -24.8% | +129.3% | +116.2% |
| 1Y | +281.4% | -8.2% | +289.6% | +245.6% |
| All | +281.4% | -6.8% | +288.2% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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