-100.0%
FCEL vs VO
+827.2%
-927.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.3% |
| 7D | -15.8% | -0.3% | -15.6% | -15.5% |
| 30D | -29.3% | -0.3% | -28.9% | -28.7% |
| 3M | -30.1% | +2.9% | -33.1% | -32.3% |
| 6M | +74.4% | +9.3% | +65.1% | +53.2% |
| YTD | +104.5% | +14.2% | +90.3% | +68.1% |
| 1Y | +281.4% | +15.3% | +266.1% | +215.5% |
| 3Y | -66.1% | +56.2% | -122.3% | -82.9% |
| 5Y | -91.9% | +42.4% | -134.3% | -94.4% |
| 10Y | -99.2% | +194.7% | -294.0% | -99.8% |
| All | -100.0% | +827.2% | -927.2% | -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