-90.7%
FCEL vs VSXY
+15.5%
-106.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.0% |
| 7D | +6.3% | -0.3% | +6.6% | +6.7% |
| 30D | -18.8% | -22.1% | +3.3% | -12.8% |
| 3M | -3.8% | -1.1% | -2.7% | -4.3% |
| 6M | +121.1% | +53.8% | +67.3% | +86.8% |
| YTD | +113.3% | +35.5% | +77.8% | +85.8% |
| 1Y | +173.5% | +186.0% | -12.5% | +87.7% |
| 3Y | -63.9% | +343.2% | -407.1% | -81.7% |
| 5Y | -90.7% | +19.0% | -109.7% | -92.0% |
| All | -90.7% | +15.5% | -106.2% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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