-99.1%
FCEL vs VSH
+196.4%
-295.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -2.6% |
| 7D | +6.3% | +4.8% | +1.5% | +2.4% |
| 30D | -26.7% | -0.7% | -26.0% | -26.7% |
| 3M | -10.2% | -43.1% | +32.9% | +32.7% |
| 6M | +123.5% | +91.8% | +31.7% | +35.3% |
| YTD | +117.4% | +131.6% | -14.2% | +13.3% |
| 1Y | +146.0% | +118.1% | +27.9% | +34.3% |
| 3Y | -61.9% | +40.9% | -102.8% | -72.0% |
| 5Y | -90.5% | +75.8% | -166.3% | -94.0% |
| All | -99.1% | +196.4% | -295.5% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling