-58.9%
FCEL vs VMC
+22.8%
-81.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.6% |
| 7D | +4.0% | -0.5% | +4.5% | +3.9% |
| 30D | -13.1% | -9.1% | -4.0% | -9.3% |
| 3M | +14.6% | -4.1% | +18.7% | +13.5% |
| 6M | +133.7% | -5.5% | +139.2% | +132.7% |
| YTD | +143.0% | -8.9% | +151.9% | +146.7% |
| 1Y | +320.9% | -12.9% | +333.8% | +341.1% |
| 3Y | -58.9% | +22.1% | -81.0% | -69.2% |
| All | -58.9% | +22.8% | -81.7% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling