-99.1%
FCEL vs VT
+221.8%
-320.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -4.9% |
| 7D | -2.8% | +2.4% | -5.2% | -7.1% |
| 30D | -31.6% | -1.5% | -30.1% | -28.0% |
| 3M | -52.4% | -4.1% | -48.3% | -46.4% |
| 6M | -51.4% | +0.6% | -52.0% | -48.0% |
| YTD | +32.4% | +11.0% | +21.4% | +16.5% |
| 1Y | +37.5% | +13.3% | +24.2% | +16.3% |
| 3Y | -69.3% | +73.4% | -142.7% | -88.6% |
| 5Y | -97.1% | +57.4% | -154.6% | -98.5% |
| All | -99.1% | +221.8% | -320.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling