-99.2%
FCEL vs VIG
+247.5%
-346.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.1% |
| 7D | +6.3% | -2.2% | +8.5% | +10.5% |
| 30D | -18.8% | -3.2% | -15.6% | -13.9% |
| 3M | -3.8% | +3.0% | -6.9% | -8.7% |
| 6M | +121.1% | +8.1% | +113.0% | +95.1% |
| YTD | +113.3% | +9.1% | +104.2% | +85.7% |
| 1Y | +173.5% | +12.6% | +160.9% | +128.6% |
| 3Y | -63.9% | +55.4% | -119.3% | -82.8% |
| 5Y | -90.7% | +62.8% | -153.5% | -95.6% |
| All | -99.2% | +247.5% | -346.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling