-58.9%
FCEL vs VFC
-25.9%
-33.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.7% | +19.4% |
| 7D | +4.0% | +0.8% | +3.1% | +3.5% |
| 30D | -13.1% | -11.9% | -1.1% | -9.7% |
| 3M | +14.6% | -20.2% | +34.7% | +21.8% |
| 6M | +133.7% | -23.0% | +156.7% | +147.7% |
| YTD | +143.0% | -26.2% | +169.2% | +160.7% |
| 1Y | +320.9% | -13.3% | +334.2% | +323.8% |
| 3Y | -58.9% | -25.5% | -33.4% | -63.5% |
| All | -58.9% | -25.9% | -33.0% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling