-90.6%
FCEL vs VYM
+77.5%
-168.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +0.5% |
| 7D | +6.3% | -0.8% | +7.1% | +8.1% |
| 30D | -26.7% | -2.2% | -24.4% | -23.2% |
| 3M | -10.2% | +3.1% | -13.2% | -16.5% |
| 6M | +123.5% | +9.7% | +113.8% | +85.2% |
| YTD | +117.4% | +14.9% | +102.5% | +64.5% |
| 1Y | +146.0% | +17.6% | +128.4% | +79.9% |
| 3Y | -61.9% | +65.3% | -127.2% | -86.5% |
| All | -90.6% | +77.5% | -168.1% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling