-99.8%
FCEL vs VSH
+927.2%
-1,027.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.2% |
| 7D | -15.8% | +4.1% | -19.9% | -17.7% |
| 30D | -29.3% | -4.2% | -25.1% | -28.1% |
| 3M | -30.1% | -50.0% | +19.8% | -2.9% |
| 6M | +74.4% | +80.2% | -5.7% | +35.1% |
| YTD | +104.5% | +121.1% | -16.6% | +43.9% |
| 1Y | +281.4% | +112.0% | +169.4% | +174.9% |
| 3Y | -66.1% | +22.5% | -88.6% | -69.2% |
| 5Y | -91.9% | +64.0% | -155.9% | -93.3% |
| 10Y | -99.2% | +170.4% | -269.6% | -99.5% |
| All | -99.8% | +927.2% | -1,027.0% | -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