-100.0%
FCEL vs VIG
+655.7%
-755.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +14.8% | +3.1% | +11.7% | +8.6% |
| 30D | -33.9% | +5.0% | -38.9% | -39.5% |
| 3M | -52.7% | +2.7% | -55.4% | -54.7% |
| 6M | -40.0% | +11.0% | -51.0% | -49.8% |
| YTD | +40.2% | +16.0% | +24.3% | +8.8% |
| 1Y | +32.9% | +16.3% | +16.7% | +3.0% |
| 3Y | -66.8% | +66.8% | -133.7% | -86.8% |
| 5Y | -97.0% | +64.8% | -161.7% | -98.6% |
| 10Y | -99.1% | +263.6% | -362.6% | -99.9% |
| All | -100.0% | +655.7% | -755.7% | -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