-99.0%
FCEL vs VT
+223.7%
-322.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +3.1% |
| 7D | +3.0% | +0.4% | +2.7% | +3.1% |
| 30D | -40.0% | -2.6% | -37.4% | -35.3% |
| 3M | -47.0% | -3.2% | -43.8% | -41.7% |
| 6M | -21.0% | +0.9% | -22.0% | -16.3% |
| YTD | +48.0% | +11.3% | +36.7% | +29.2% |
| 1Y | +43.9% | +14.0% | +29.9% | +20.2% |
| 3Y | -67.5% | +75.8% | -143.3% | -88.3% |
| 5Y | -96.7% | +57.8% | -154.5% | -98.3% |
| 10Y | -99.0% | +219.8% | -318.8% | -99.9% |
| All | -99.0% | +223.7% | -322.7% | -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