-99.1%
FCEL vs VTR
+99.2%
-198.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -26.7% | +1.1% | -27.8% | -27.1% |
| 3M | -10.2% | +7.9% | -18.1% | -14.4% |
| 6M | +123.5% | +6.2% | +117.3% | +112.5% |
| YTD | +117.4% | +17.7% | +99.6% | +97.3% |
| 1Y | +146.0% | +32.9% | +113.1% | +110.4% |
| 3Y | -61.9% | +129.7% | -191.6% | -75.1% |
| 5Y | -90.5% | +89.3% | -179.8% | -93.2% |
| All | -99.1% | +99.2% | -198.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling