-99.8%
FCEL vs VMC
+3,058.7%
-3,158.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | -15.8% | -4.3% | -11.5% | -13.7% |
| 30D | -29.3% | -8.2% | -21.0% | -25.7% |
| 3M | -30.1% | -7.0% | -23.1% | -28.1% |
| 6M | +74.4% | -10.8% | +85.2% | +83.1% |
| YTD | +104.5% | -7.4% | +111.9% | +109.1% |
| 1Y | +281.4% | -9.5% | +290.9% | +296.7% |
| 3Y | -66.1% | +20.5% | -86.6% | -71.0% |
| 5Y | -91.9% | +51.6% | -143.4% | -93.7% |
| 10Y | -99.2% | +150.0% | -249.3% | -99.6% |
| All | -99.8% | +3,058.7% | -3,158.4% | -99.9% |
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