-91.5%
FCEL vs VSXY
+42.7%
-134.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.9% | +14.9% | +17.6% |
| 7D | +4.0% | -6.8% | +10.8% | +5.8% |
| 30D | -13.1% | -20.4% | +7.3% | -7.5% |
| 3M | +14.6% | +2.9% | +11.7% | +12.5% |
| 6M | +133.7% | +67.9% | +65.8% | +92.8% |
| YTD | +143.0% | +44.9% | +98.1% | +108.0% |
| 1Y | +320.9% | +205.9% | +114.9% | +185.6% |
| 3Y | -58.9% | +373.9% | -432.7% | -78.9% |
| 5Y | -89.7% | +23.5% | -113.1% | -92.2% |
| All | -91.5% | +42.7% | -134.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling