+173.5%
FCEL vs VMC
-13.8%
+187.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +6.3% | -3.7% | +10.0% | +7.7% |
| 30D | -18.8% | -12.8% | -6.0% | -14.5% |
| 3M | -3.8% | -7.9% | +4.1% | -5.8% |
| 6M | +121.1% | -7.5% | +128.6% | +114.7% |
| YTD | +113.3% | -11.6% | +124.9% | +103.3% |
| 1Y | +173.5% | -14.3% | +187.8% | +196.8% |
| All | +173.5% | -13.8% | +187.3% | +196.8% |
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