-99.2%
FCEL vs VMC
+154.4%
-253.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +6.3% | -3.7% | +10.0% | +8.7% |
| 30D | -18.8% | -12.8% | -6.0% | -11.8% |
| 3M | -3.8% | -7.9% | +4.1% | -1.3% |
| 6M | +121.1% | -7.5% | +128.6% | +125.9% |
| YTD | +113.3% | -11.6% | +124.9% | +124.1% |
| 1Y | +173.5% | -14.3% | +187.8% | +194.7% |
| 3Y | -63.9% | +18.5% | -82.4% | -69.4% |
| 5Y | -90.7% | +46.8% | -137.4% | -92.9% |
| All | -99.2% | +154.4% | -253.6% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling