-100.0%
FCEL vs VIG
+623.5%
-723.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.8% |
| 7D | -15.8% | -0.4% | -15.4% | -15.2% |
| 30D | -29.3% | -1.0% | -28.3% | -27.9% |
| 3M | -30.1% | +2.8% | -32.9% | -32.9% |
| 6M | +74.4% | +8.2% | +66.3% | +53.1% |
| YTD | +104.5% | +11.0% | +93.5% | +71.2% |
| 1Y | +281.4% | +16.1% | +265.2% | +198.5% |
| 3Y | -66.1% | +56.2% | -122.3% | -84.7% |
| 5Y | -91.9% | +63.0% | -154.8% | -96.3% |
| 10Y | -99.2% | +241.4% | -340.6% | -99.9% |
| All | -100.0% | +623.5% | -723.5% | -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