-100.0%
FCEL vs VO
+825.5%
-925.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -4.8% |
| 7D | +14.8% | +2.9% | +11.8% | +9.4% |
| 30D | -33.9% | +1.0% | -34.9% | -34.1% |
| 3M | -52.7% | -1.7% | -51.0% | -50.2% |
| 6M | -40.0% | +6.7% | -46.7% | -44.0% |
| YTD | +40.2% | +14.0% | +26.2% | +18.0% |
| 1Y | +32.9% | +13.7% | +19.3% | +13.1% |
| 3Y | -66.8% | +65.8% | -132.7% | -84.8% |
| 5Y | -97.0% | +36.6% | -133.6% | -97.7% |
| 10Y | -99.1% | +198.9% | -298.0% | -99.8% |
| All | -100.0% | +825.5% | -925.5% | -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