-99.8%
FCEL vs VFC
+850.9%
-950.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -4.8% |
| 7D | +14.8% | -1.4% | +16.2% | +15.9% |
| 30D | -33.9% | +24.6% | -58.5% | -41.7% |
| 3M | -52.7% | +38.4% | -91.1% | -60.9% |
| 6M | -40.0% | +15.3% | -55.3% | -46.5% |
| YTD | +40.2% | +12.7% | +27.5% | +23.5% |
| 1Y | +32.9% | +32.7% | +0.3% | +5.7% |
| 3Y | -66.8% | +43.7% | -110.5% | -80.5% |
| 5Y | -97.0% | -69.2% | -27.8% | -95.4% |
| 10Y | -99.1% | -50.0% | -49.1% | -99.0% |
| All | -99.8% | +850.9% | -950.7% | -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