-99.8%
FCEL vs VMC
+3,275.9%
-3,375.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.5% |
| 7D | +14.8% | -1.7% | +16.5% | +16.0% |
| 30D | -33.9% | +15.3% | -49.1% | -39.7% |
| 3M | -52.7% | +0.3% | -53.0% | -53.2% |
| 6M | -40.0% | +0.9% | -40.9% | -42.0% |
| YTD | +40.2% | -1.0% | +41.2% | +36.7% |
| 1Y | +32.9% | -4.3% | +37.3% | +32.8% |
| 3Y | -66.8% | +35.3% | -102.2% | -73.8% |
| 5Y | -97.0% | +44.4% | -141.4% | -97.6% |
| 10Y | -99.1% | +128.0% | -227.1% | -99.5% |
| All | -99.8% | +3,275.9% | -3,375.8% | -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