-90.5%
FCEL vs VMC
+48.3%
-138.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -4.0% |
| 7D | +15.1% | -5.3% | +20.4% | +20.1% |
| 30D | -16.4% | -12.3% | -4.2% | -7.5% |
| 3M | -5.3% | -10.3% | +5.0% | -0.2% |
| 6M | +124.5% | -8.6% | +133.1% | +130.8% |
| YTD | +126.7% | -11.9% | +138.6% | +139.1% |
| 1Y | +219.9% | -13.9% | +233.8% | +247.5% |
| 3Y | -61.6% | +18.2% | -79.8% | -72.6% |
| 5Y | -90.5% | +47.7% | -138.3% | -94.3% |
| All | -90.5% | +48.3% | -138.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling