-61.9%
FCEL vs VNQ
+30.7%
-92.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | +6.3% | -1.3% | +7.6% | +7.9% |
| 30D | -26.7% | -2.6% | -24.1% | -24.5% |
| 3M | -10.2% | -2.0% | -8.2% | -10.4% |
| 6M | +123.5% | +4.3% | +119.2% | +102.5% |
| YTD | +117.4% | +9.2% | +108.1% | +84.5% |
| 1Y | +146.0% | +5.6% | +140.4% | +118.8% |
| 3Y | -61.9% | +30.8% | -92.7% | -80.6% |
| All | -61.9% | +30.7% | -92.6% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling