-58.9%
FCEL vs VSH
+32.2%
-91.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.0% | +19.8% | +19.6% |
| 7D | +4.0% | +6.2% | -2.2% | -1.3% |
| 30D | -13.1% | -11.1% | -1.9% | -5.5% |
| 3M | +14.6% | -44.9% | +59.5% | +72.2% |
| 6M | +133.7% | +90.0% | +43.7% | +46.2% |
| YTD | +143.0% | +118.8% | +24.2% | +36.2% |
| 1Y | +320.9% | +109.0% | +211.9% | +144.6% |
| 3Y | -58.9% | +35.6% | -94.5% | -59.8% |
| All | -58.9% | +32.2% | -91.1% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling