+42.4%
FCEL vs VTR
+22.5%
+20.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -4.1% |
| 7D | -14.9% | +10.0% | -24.9% | -8.3% |
| 30D | -41.7% | +9.6% | -51.3% | -37.3% |
| 3M | -53.2% | -1.2% | -51.9% | -53.0% |
| 6M | -19.0% | +2.8% | -21.9% | -16.7% |
| YTD | +44.2% | +17.4% | +26.8% | +40.6% |
| 1Y | +42.4% | +22.0% | +20.4% | +43.4% |
| All | +42.4% | +22.5% | +20.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling