-67.4%
FCEL vs VSH
+32.1%
-99.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -6.1% |
| 7D | -8.3% | -1.6% | -6.7% | -7.0% |
| 30D | -43.0% | -21.3% | -21.7% | -31.2% |
| 3M | -48.2% | -18.9% | -29.3% | -38.8% |
| 6M | -25.0% | -21.4% | -3.5% | -10.6% |
| YTD | +40.6% | +86.8% | -46.2% | -9.3% |
| 1Y | +36.0% | +85.8% | -49.8% | -11.6% |
| All | -67.4% | +32.1% | -99.4% | -70.6% |
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 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