+42.4%
FCEL vs VIVK
-100.0%
+142.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -27.5% | +21.5% | -5.4% |
| 7D | -14.9% | -68.7% | +53.8% | -13.3% |
| 30D | -41.7% | -90.0% | +48.4% | -39.8% |
| 3M | -53.2% | -98.1% | +44.9% | -51.6% |
| 6M | -19.0% | -99.9% | +80.9% | -12.1% |
| YTD | +44.2% | -99.9% | +144.1% | +47.1% |
| 1Y | +42.4% | -100.0% | +142.4% | +78.7% |
| All | +42.4% | -100.0% | +142.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling