-99.5%
FCEL vs VTEB
+25.1%
-124.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -4.5% |
| 7D | +6.3% | -1.2% | +7.5% | +9.1% |
| 30D | -18.8% | -2.9% | -15.9% | -13.8% |
| 3M | -3.8% | -3.2% | -0.7% | +2.9% |
| 6M | +121.1% | -2.6% | +123.8% | +134.2% |
| YTD | +113.3% | -1.8% | +115.1% | +122.1% |
| 1Y | +173.5% | +0.2% | +173.3% | +172.7% |
| 3Y | -63.9% | +8.2% | -72.1% | -68.7% |
| 5Y | -90.7% | +0.8% | -91.5% | -91.0% |
| 10Y | -99.2% | +17.7% | -116.8% | -99.1% |
| All | -99.5% | +25.1% | -124.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling