-99.8%
FCEL vs VMC
+3,257.3%
-3,357.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | -2.8% | -1.3% | -1.5% | -1.9% |
| 30D | -31.6% | +15.5% | -47.1% | -37.8% |
| 3M | -52.4% | +0.6% | -53.0% | -53.0% |
| 6M | -51.4% | +2.1% | -53.5% | -53.3% |
| YTD | +32.4% | -1.6% | +34.0% | +29.6% |
| 1Y | +37.5% | -1.2% | +38.7% | +34.4% |
| 3Y | -69.3% | +35.3% | -104.6% | -75.7% |
| 5Y | -97.1% | +43.6% | -140.7% | -97.7% |
| 10Y | -99.1% | +126.7% | -225.9% | -99.5% |
| All | -99.8% | +3,257.3% | -3,357.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling