-99.9%
FCEL vs VIVK
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -6.7% |
| 7D | +15.1% | -7.9% | +23.0% | +15.1% |
| 30D | -16.4% | -42.0% | +25.5% | -16.5% |
| 3M | -5.3% | -92.5% | +87.2% | -5.3% |
| 6M | +124.5% | -98.0% | +222.5% | +124.5% |
| YTD | +126.7% | -97.9% | +224.6% | +126.6% |
| 1Y | +219.9% | -100.0% | +319.9% | +219.8% |
| 3Y | -61.6% | -100.0% | +38.3% | -61.7% |
| 5Y | -90.5% | -100.0% | +9.5% | -90.5% |
| 10Y | -99.1% | -100.0% | +0.9% | -99.1% |
| All | -99.9% | -100.0% | +0.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling