-99.1%
FCEL vs VYM
+209.2%
-308.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +0.7% |
| 7D | +6.3% | -0.8% | +7.1% | +7.8% |
| 30D | -26.7% | -2.2% | -24.4% | -23.7% |
| 3M | -10.2% | +3.1% | -13.2% | -15.5% |
| 6M | +123.5% | +9.7% | +113.8% | +90.9% |
| YTD | +117.4% | +14.9% | +102.5% | +71.9% |
| 1Y | +146.0% | +17.6% | +128.4% | +89.2% |
| 3Y | -61.9% | +65.3% | -127.2% | -83.5% |
| 5Y | -90.5% | +78.7% | -169.2% | -96.1% |
| All | -99.1% | +209.2% | -308.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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