-70.9%
FCEL vs VT
+69.7%
-140.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.2% | +10.9% |
| 7D | -11.3% | -2.3% | -9.0% | -5.3% |
| 30D | -45.8% | -5.0% | -40.9% | -37.3% |
| 3M | -51.0% | -4.9% | -46.1% | -43.1% |
| 6M | -22.3% | -1.5% | -20.7% | -12.0% |
| YTD | +36.2% | +8.5% | +27.7% | +27.2% |
| 1Y | +29.0% | +11.4% | +17.6% | +14.8% |
| 3Y | -70.9% | +70.1% | -141.0% | -92.6% |
| All | -70.9% | +69.7% | -140.6% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling