-99.7%
FCEL vs VTR
+1,492.6%
-1,592.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.2% | +19.0% |
| 7D | +4.0% | -2.4% | +6.4% | +4.9% |
| 30D | -13.1% | -3.7% | -9.3% | -11.8% |
| 3M | +14.6% | +13.5% | +1.0% | +7.9% |
| 6M | +133.7% | +7.2% | +126.5% | +123.0% |
| YTD | +143.0% | +17.6% | +125.4% | +123.8% |
| 1Y | +320.9% | +35.4% | +285.5% | +266.2% |
| 3Y | -58.9% | +132.8% | -191.7% | -71.2% |
| 5Y | -89.7% | +88.7% | -178.3% | -92.1% |
| 10Y | -99.1% | +87.6% | -186.7% | -99.3% |
| All | -99.7% | +1,492.6% | -1,592.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling