-100.0%
FCEL vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | +0.4% | -16.3% | -16.6% |
| 30D | -29.3% | +1.0% | -30.3% | -30.4% |
| 3M | -30.1% | +2.4% | -32.5% | -30.4% |
| 6M | +74.4% | +12.0% | +62.4% | +49.5% |
| YTD | +104.5% | +15.3% | +89.2% | +68.1% |
| 1Y | +281.4% | +22.6% | +258.8% | +188.0% |
| 3Y | -66.1% | +74.7% | -140.8% | -85.5% |
| 5Y | -91.9% | +66.1% | -158.0% | -95.7% |
| 10Y | -99.2% | +225.0% | -324.2% | -99.8% |
| All | -100.0% | +374.2% | -474.1% | -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