-61.9%
FCEL vs VTEB
+8.6%
-70.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +0.8% |
| 7D | +6.3% | -0.9% | +7.2% | +9.6% |
| 30D | -26.7% | -2.5% | -24.2% | -20.7% |
| 3M | -10.2% | -3.0% | -7.2% | -1.0% |
| 6M | +123.5% | -2.1% | +125.6% | +140.3% |
| YTD | +117.4% | -1.5% | +118.9% | +128.9% |
| 1Y | +146.0% | +0.2% | +145.8% | +143.9% |
| 3Y | -61.9% | +8.6% | -70.4% | -76.2% |
| All | -61.9% | +8.6% | -70.5% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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