-99.8%
FCEL vs VFC
+534.1%
-633.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.6% |
| 7D | -15.8% | -1.6% | -14.2% | -15.2% |
| 30D | -29.3% | -11.6% | -17.7% | -24.5% |
| 3M | -30.1% | -18.1% | -12.0% | -23.6% |
| 6M | +74.4% | -27.4% | +101.8% | +99.2% |
| YTD | +104.5% | -24.8% | +129.3% | +127.3% |
| 1Y | +281.4% | -8.2% | +289.6% | +273.2% |
| 3Y | -66.1% | -29.1% | -37.0% | -70.1% |
| 5Y | -91.9% | -79.2% | -12.7% | -84.6% |
| 10Y | -99.2% | -68.1% | -31.1% | -98.9% |
| All | -99.8% | +534.1% | -633.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling