-65.4%
FCEL vs VT
+75.0%
-140.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -15.8% | +0.4% | -16.3% | -16.9% |
| 30D | -29.3% | +1.0% | -30.3% | -30.9% |
| 3M | -30.1% | +2.4% | -32.5% | -31.2% |
| 6M | +74.4% | +12.0% | +62.4% | +42.9% |
| YTD | +104.5% | +15.3% | +89.2% | +58.9% |
| 1Y | +281.4% | +22.6% | +258.8% | +168.6% |
| All | -65.4% | +75.0% | -140.4% | -91.4% |
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