-90.5%
FCEL vs VIG
+62.2%
-152.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.6% |
| 7D | +15.1% | -1.2% | +16.2% | +17.7% |
| 30D | -16.4% | -2.8% | -13.6% | -11.4% |
| 3M | -5.3% | +2.5% | -7.7% | -9.8% |
| 6M | +124.5% | +8.1% | +116.4% | +93.9% |
| YTD | +126.7% | +9.6% | +117.1% | +90.8% |
| 1Y | +219.9% | +14.2% | +205.7% | +152.3% |
| 3Y | -61.6% | +56.1% | -117.8% | -84.6% |
| 5Y | -90.5% | +62.8% | -153.4% | -96.0% |
| All | -90.5% | +62.2% | -152.7% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling