-99.2%
FCEL vs VSAT
+3.1%
-102.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -7.0% |
| 7D | +6.3% | +3.4% | +2.8% | +4.9% |
| 30D | -18.8% | -12.2% | -6.6% | -14.2% |
| 3M | -3.8% | +20.6% | -24.4% | -8.8% |
| 6M | +121.1% | +60.2% | +61.0% | +84.3% |
| YTD | +113.3% | +115.3% | -2.0% | +58.0% |
| 1Y | +173.5% | +154.6% | +18.9% | +89.0% |
| 3Y | -63.9% | +211.2% | -275.1% | -82.4% |
| 5Y | -90.7% | +52.7% | -143.4% | -94.3% |
| All | -99.2% | +3.1% | -102.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling