-96.7%
FCEL vs VFC
-67.9%
-28.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +3.9% | -1.4% | +5.3% | +4.8% |
| 30D | -33.1% | +30.7% | -63.8% | -40.6% |
| 3M | -43.0% | +40.6% | -83.6% | -51.1% |
| 6M | -31.3% | +16.5% | -47.8% | -37.3% |
| YTD | +49.8% | +16.2% | +33.6% | +34.6% |
| 1Y | +48.2% | +42.4% | +5.7% | +20.2% |
| 3Y | -64.6% | +48.1% | -112.6% | -78.6% |
| 5Y | -96.7% | -67.8% | -28.9% | -93.0% |
| All | -96.7% | -67.9% | -28.8% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling