-70.9%
FCEL vs VLTO
+56.1%
-127.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.4% |
| 7D | +3.0% | +2.0% | +1.0% | +2.6% |
| 30D | -40.0% | +21.8% | -61.8% | -43.4% |
| 3M | -47.0% | +20.2% | -67.3% | -49.9% |
| 6M | -21.0% | +36.3% | -57.4% | -32.2% |
| YTD | +48.0% | +18.8% | +29.2% | +38.1% |
| 1Y | +43.9% | +20.4% | +23.5% | +32.9% |
| 3Y | -67.5% | +71.9% | -139.4% | -79.7% |
| All | -70.9% | +56.1% | -127.0% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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