-99.8%
FCEL vs VTRS
+318.1%
-417.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +6.3% | -2.2% | +8.5% | +7.1% |
| 30D | -26.7% | +3.3% | -30.0% | -27.6% |
| 3M | -10.2% | +2.0% | -12.2% | -12.1% |
| 6M | +123.5% | +19.9% | +103.5% | +105.6% |
| YTD | +117.4% | +35.7% | +81.6% | +90.1% |
| 1Y | +146.0% | +68.1% | +77.9% | +98.9% |
| 3Y | -61.9% | +87.1% | -149.0% | -71.2% |
| 5Y | -90.5% | +47.6% | -138.1% | -92.3% |
| 10Y | -99.1% | -48.2% | -51.0% | -99.1% |
| All | -99.8% | +318.1% | -417.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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