-99.1%
FCEL vs VSH
+124.9%
-224.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -2.9% |
| 7D | +14.8% | +26.2% | -11.4% | -3.8% |
| 30D | -33.9% | -12.5% | -21.4% | -26.5% |
| 3M | -52.7% | -16.9% | -35.8% | -45.3% |
| 6M | -40.0% | -17.0% | -23.1% | -31.3% |
| YTD | +40.2% | +93.8% | -53.6% | -14.8% |
| 1Y | +32.9% | +99.3% | -66.4% | -20.7% |
| 3Y | -66.8% | +35.0% | -101.8% | -74.4% |
| 5Y | -97.0% | +45.8% | -142.8% | -97.8% |
| All | -99.1% | +124.9% | -224.0% | -99.6% |
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