-90.7%
FCEL vs VTR
+90.0%
-180.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.6% |
| 7D | +6.3% | -1.8% | +8.1% | +7.2% |
| 30D | -18.8% | +4.0% | -22.8% | -20.5% |
| 3M | -3.8% | +7.8% | -11.7% | -10.8% |
| 6M | +121.1% | +6.4% | +114.8% | +104.3% |
| YTD | +113.3% | +18.3% | +95.0% | +82.1% |
| 1Y | +173.5% | +33.9% | +139.6% | +111.2% |
| 3Y | -63.9% | +134.3% | -198.2% | -84.3% |
| 5Y | -90.7% | +90.3% | -180.9% | -95.4% |
| All | -90.7% | +90.0% | -180.7% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling