-60.3%
FCEL vs VIG
+55.4%
-115.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.7% |
| 7D | +15.1% | -1.2% | +16.2% | +17.5% |
| 30D | -16.4% | -2.8% | -13.6% | -11.7% |
| 3M | -5.3% | +2.5% | -7.7% | -9.5% |
| 6M | +124.5% | +8.1% | +116.4% | +96.4% |
| YTD | +126.7% | +9.6% | +117.1% | +93.9% |
| 1Y | +219.9% | +14.2% | +205.7% | +159.1% |
| All | -60.3% | +55.4% | -115.7% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling