-62.6%
FCEL vs VYM
+64.0%
-126.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -4.8% |
| 7D | +6.3% | -1.9% | +8.1% | +10.5% |
| 30D | -18.8% | -2.6% | -16.2% | -14.2% |
| 3M | -3.8% | +3.6% | -7.4% | -11.5% |
| 6M | +121.1% | +8.7% | +112.5% | +87.1% |
| YTD | +113.3% | +14.1% | +99.1% | +64.1% |
| 1Y | +173.5% | +17.8% | +155.7% | +100.4% |
| All | -62.6% | +64.0% | -126.6% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling