-100.0%
FCEL vs VO
+833.6%
-933.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.3% | +4.3% |
| 7D | +3.9% | +0.2% | +3.7% | +4.6% |
| 30D | -33.1% | +2.0% | -35.1% | -34.6% |
| 3M | -43.0% | -0.3% | -42.7% | -41.4% |
| 6M | -31.3% | +7.3% | -38.6% | -36.6% |
| YTD | +49.8% | +15.0% | +34.8% | +24.0% |
| 1Y | +48.2% | +14.7% | +33.5% | +24.0% |
| 3Y | -64.6% | +67.3% | -131.9% | -84.0% |
| 5Y | -96.7% | +38.8% | -135.5% | -97.6% |
| 10Y | -99.0% | +201.6% | -300.6% | -99.8% |
| All | -100.0% | +833.6% | -933.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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