-100.0%
FCEL vs VT
+363.9%
-463.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -9.0% |
| 7D | -14.9% | -0.3% | -14.6% | -14.5% |
| 30D | -41.7% | -1.4% | -40.2% | -39.6% |
| 3M | -53.2% | -1.4% | -51.8% | -51.3% |
| 6M | -19.0% | +5.5% | -24.5% | -21.8% |
| YTD | +44.2% | +12.8% | +31.4% | +24.8% |
| 1Y | +42.4% | +15.4% | +27.0% | +19.3% |
| 3Y | -71.9% | +76.9% | -148.8% | -88.2% |
| 5Y | -96.2% | +60.4% | -156.6% | -97.9% |
| 10Y | -99.0% | +232.8% | -331.8% | -99.8% |
| All | -100.0% | +363.9% | -463.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling