+42.4%
FCEL vs VSH
+62.1%
-19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -0.9% | -1.9% |
| 7D | -14.9% | -13.6% | -1.2% | -4.0% |
| 30D | -41.7% | -30.4% | -11.3% | -21.5% |
| 3M | -53.2% | -33.3% | -19.9% | -35.8% |
| 6M | -19.0% | -15.1% | -4.0% | -7.6% |
| YTD | +44.2% | +80.2% | -36.0% | +0.8% |
| 1Y | +42.4% | +63.4% | -20.9% | +4.5% |
| All | +42.4% | +62.1% | -19.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling