+42.4%
FCEL vs VIG
+19.5%
+22.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -11.5% |
| 7D | -14.9% | +2.7% | -17.6% | -21.3% |
| 30D | -41.7% | +7.0% | -48.7% | -52.3% |
| 3M | -53.2% | +4.0% | -57.2% | -58.4% |
| 6M | -19.0% | +12.3% | -31.3% | -40.5% |
| YTD | +44.2% | +16.4% | +27.8% | -2.9% |
| 1Y | +42.4% | +19.2% | +23.2% | -11.5% |
| All | +42.4% | +19.5% | +22.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling