-99.9%
FCEL vs VYM
+487.3%
-587.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.8% |
| 7D | +15.1% | -1.0% | +16.0% | +17.0% |
| 30D | -16.4% | -2.0% | -14.4% | -13.4% |
| 3M | -5.3% | +3.1% | -8.3% | -10.8% |
| 6M | +124.5% | +8.9% | +115.6% | +94.0% |
| YTD | +126.7% | +14.7% | +111.9% | +79.0% |
| 1Y | +219.9% | +19.4% | +200.5% | +139.0% |
| 3Y | -61.6% | +65.4% | -127.0% | -83.6% |
| 5Y | -90.5% | +77.6% | -168.1% | -96.2% |
| 10Y | -99.1% | +207.8% | -306.9% | -99.9% |
| All | -99.9% | +487.3% | -587.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling