-96.7%
FCEL vs VMC
+48.5%
-145.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.3% |
| 7D | +3.9% | -4.3% | +8.2% | +7.9% |
| 30D | -33.1% | +16.2% | -49.3% | -41.1% |
| 3M | -43.0% | -0.8% | -42.1% | -43.2% |
| 6M | -31.3% | +1.2% | -32.5% | -34.9% |
| YTD | +49.8% | +0.5% | +49.3% | +41.1% |
| 1Y | +48.2% | -2.9% | +51.1% | +44.8% |
| 3Y | -64.6% | +37.3% | -101.9% | -77.9% |
| 5Y | -96.7% | +48.8% | -145.5% | -98.2% |
| All | -96.7% | +48.5% | -145.2% | -98.2% |
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 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