-99.1%
FCEL vs VSAT
+0.6%
-99.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.9% | +0.2% | -3.8% |
| 7D | +15.1% | +3.5% | +11.6% | +13.7% |
| 30D | -16.4% | -14.7% | -1.7% | -10.6% |
| 3M | -5.3% | +13.2% | -18.4% | -7.7% |
| 6M | +124.5% | +57.4% | +67.2% | +88.7% |
| YTD | +126.7% | +110.0% | +16.7% | +69.9% |
| 1Y | +219.9% | +134.4% | +85.5% | +127.8% |
| 3Y | -61.6% | +203.5% | -265.2% | -81.1% |
| 5Y | -90.5% | +47.1% | -137.6% | -94.1% |
| All | -99.1% | +0.6% | -99.7% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling