-99.8%
FCEL vs VSH
+768.1%
-868.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.7% |
| 7D | -8.3% | -1.6% | -6.7% | -7.2% |
| 30D | -43.0% | -21.3% | -21.7% | -35.4% |
| 3M | -48.2% | -18.9% | -29.3% | -41.9% |
| 6M | -25.0% | -21.4% | -3.5% | -13.6% |
| YTD | +40.6% | +86.8% | -46.2% | +8.8% |
| 1Y | +36.0% | +85.8% | -49.8% | +5.7% |
| 3Y | -66.7% | +30.1% | -96.9% | -69.9% |
| 5Y | -96.7% | +42.8% | -139.5% | -97.0% |
| 10Y | -99.0% | +121.2% | -220.2% | -99.3% |
| All | -99.8% | +768.1% | -868.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling