-100.0%
FCEL vs VIG
+655.8%
-755.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -2.8% | +3.5% | -6.3% | -8.7% |
| 30D | -31.6% | +4.9% | -36.6% | -37.3% |
| 3M | -52.4% | +2.5% | -54.9% | -54.3% |
| 6M | -51.4% | +11.0% | -62.4% | -59.3% |
| YTD | +32.4% | +16.0% | +16.5% | +2.7% |
| 1Y | +37.5% | +17.5% | +20.0% | +4.1% |
| 3Y | -69.3% | +67.0% | -136.3% | -87.8% |
| 5Y | -97.1% | +64.8% | -161.9% | -98.7% |
| 10Y | -99.1% | +263.6% | -362.7% | -99.9% |
| All | -100.0% | +655.8% | -755.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling