-59.8%
FCEL vs VLTO
+27.2%
-87.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | -15.8% | -2.3% | -13.5% | -15.1% |
| 30D | -29.3% | -0.9% | -28.4% | -29.3% |
| 3M | -30.1% | +13.8% | -44.0% | -36.7% |
| 6M | +74.4% | +2.0% | +72.4% | +68.8% |
| YTD | +104.5% | -3.2% | +107.7% | +102.9% |
| 1Y | +281.4% | -9.2% | +290.5% | +294.2% |
| All | -59.8% | +27.2% | -87.0% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling