-99.7%
FCEL vs VICR
+2,318.8%
-2,418.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.5% | +16.3% | +18.0% |
| 7D | +4.0% | +9.8% | -5.9% | +0.7% |
| 30D | -13.1% | -12.6% | -0.5% | -9.2% |
| 3M | +14.6% | -29.7% | +44.3% | +31.3% |
| 6M | +133.7% | +18.8% | +114.8% | +123.9% |
| YTD | +143.0% | +76.4% | +66.6% | +104.8% |
| 1Y | +320.9% | +282.4% | +38.5% | +170.2% |
| 3Y | -58.9% | +206.2% | -265.1% | -74.1% |
| 5Y | -89.7% | +53.9% | -143.6% | -92.6% |
| 10Y | -99.1% | +1,572.3% | -1,671.4% | -99.7% |
| All | -99.7% | +2,318.8% | -2,418.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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