-34.1%
FCEL vs VT
+0.4%
-34.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.1% | -11.2% | +4.4% |
| 7D | -26.7% | -4.2% | -22.5% | -9.5% |
| 30D | -56.8% | -5.8% | -51.0% | -40.5% |
| 3M | -57.8% | -5.2% | -52.5% | -43.7% |
| 6M | -34.1% | +0.1% | -34.2% | -25.5% |
| All | -34.1% | +0.4% | -34.5% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling