-99.1%
FCEL vs VIVK
-100.0%
+0.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +1.8% |
| 7D | +6.3% | -4.4% | +10.7% | +6.2% |
| 30D | -26.7% | -40.8% | +14.1% | -27.1% |
| 3M | -10.2% | -94.1% | +84.0% | -11.9% |
| 6M | +123.5% | -98.2% | +221.7% | +118.1% |
| YTD | +117.4% | -98.0% | +215.4% | +113.2% |
| 1Y | +146.0% | -100.0% | +245.9% | +134.5% |
| 3Y | -61.9% | -100.0% | +38.1% | -63.8% |
| 5Y | -90.5% | -100.0% | +9.5% | -91.0% |
| All | -99.1% | -100.0% | +0.9% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling