-99.1%
FCEL vs VFC
-69.9%
-29.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.6% |
| 7D | +15.1% | -2.3% | +17.4% | +16.4% |
| 30D | -16.4% | -13.4% | -3.1% | -10.2% |
| 3M | -5.3% | -23.7% | +18.4% | +7.0% |
| 6M | +124.5% | -24.5% | +149.0% | +149.1% |
| YTD | +126.7% | -27.8% | +154.5% | +156.1% |
| 1Y | +219.9% | -13.5% | +233.3% | +222.2% |
| 3Y | -61.6% | -27.1% | -34.5% | -67.8% |
| 5Y | -90.5% | -79.0% | -11.5% | -79.6% |
| All | -99.1% | -69.9% | -29.2% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling