+42.4%
FCEL vs VMC
+3.7%
+38.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.6% | -10.6% | -6.5% |
| 7D | -14.9% | +12.3% | -27.2% | -16.6% |
| 30D | -41.7% | +21.2% | -62.9% | -43.8% |
| 3M | -53.2% | +4.6% | -57.8% | -53.3% |
| 6M | -19.0% | +3.9% | -22.9% | -20.9% |
| YTD | +44.2% | +5.0% | +39.2% | +35.0% |
| 1Y | +42.4% | +2.6% | +39.8% | +35.5% |
| All | +42.4% | +3.7% | +38.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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