+173.5%
FCEL vs VFC
-15.3%
+188.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.2% |
| 7D | +6.3% | -4.0% | +10.2% | +7.5% |
| 30D | -18.8% | -14.6% | -4.2% | -14.9% |
| 3M | -3.8% | -23.1% | +19.3% | +3.0% |
| 6M | +121.1% | -25.2% | +146.4% | +131.9% |
| YTD | +113.3% | -29.5% | +142.7% | +129.5% |
| 1Y | +173.5% | -14.4% | +187.9% | +146.9% |
| All | +173.5% | -15.3% | +188.9% | +146.9% |
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