+173.5%
FCEL vs VIG
+12.7%
+160.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -4.4% |
| 7D | +6.3% | -2.2% | +8.5% | +14.0% |
| 30D | -18.8% | -3.2% | -15.6% | -9.8% |
| 3M | -3.8% | +3.0% | -6.9% | -13.7% |
| 6M | +121.1% | +8.1% | +113.0% | +76.8% |
| YTD | +113.3% | +9.1% | +104.2% | +62.1% |
| 1Y | +173.5% | +12.6% | +160.9% | +66.3% |
| All | +173.5% | +12.7% | +160.8% | +66.3% |
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