-100.0%
FCEL vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.1% | -11.2% | -8.1% |
| 7D | -26.7% | -4.2% | -22.5% | -20.4% |
| 30D | -56.8% | -5.8% | -51.0% | -51.1% |
| 3M | -57.8% | -5.2% | -52.5% | -52.5% |
| 6M | -34.1% | +0.1% | -34.2% | -29.8% |
| YTD | +22.2% | +8.2% | +13.9% | +14.7% |
| 1Y | +5.2% | +10.1% | -4.9% | -3.6% |
| 3Y | -76.2% | +69.7% | -145.8% | -89.1% |
| 5Y | -96.7% | +53.4% | -150.0% | -98.0% |
| 10Y | -99.2% | +219.2% | -318.4% | -99.8% |
| All | -100.0% | +345.0% | -445.0% | -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