-90.5%
FCEL vs VSH
+67.3%
-157.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.3% |
| 7D | +15.1% | +3.5% | +11.5% | +11.7% |
| 30D | -16.4% | -4.4% | -12.1% | -13.8% |
| 3M | -5.3% | -45.8% | +40.6% | +48.4% |
| 6M | +124.5% | +90.1% | +34.4% | +31.2% |
| YTD | +126.7% | +120.3% | +6.4% | +16.4% |
| 1Y | +219.9% | +112.2% | +107.7% | +69.7% |
| 3Y | -61.6% | +36.6% | -98.2% | -69.4% |
| 5Y | -90.5% | +67.0% | -157.5% | -94.3% |
| All | -90.5% | +67.3% | -157.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling