-99.0%
FCEL vs VT
+217.6%
-316.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.0% |
| 7D | -8.3% | -0.1% | -8.2% | -7.2% |
| 30D | -43.0% | -3.1% | -39.9% | -37.9% |
| 3M | -48.2% | -3.5% | -44.7% | -42.5% |
| 6M | -25.0% | +0.5% | -25.4% | -19.6% |
| YTD | +40.6% | +10.8% | +29.8% | +24.1% |
| 1Y | +36.0% | +11.9% | +24.1% | +18.2% |
| 3Y | -66.7% | +73.0% | -139.7% | -87.6% |
| 5Y | -96.7% | +58.6% | -155.3% | -98.3% |
| 10Y | -99.0% | +219.2% | -318.2% | -99.9% |
| All | -99.0% | +217.6% | -316.7% | -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