+30.6%
VCIT vs FCEL
-99.1%
+129.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | +0.1% | -8.3% | +8.4% | +0.1% |
| 30D | +1.1% | -43.0% | +44.1% | +1.4% |
| 3M | -1.4% | -48.2% | +46.8% | -1.1% |
| 6M | -2.3% | -25.0% | +22.6% | -2.5% |
| YTD | -1.8% | +40.6% | -42.4% | -2.5% |
| 1Y | -1.0% | +36.0% | -37.0% | -1.7% |
| 3Y | +19.3% | -66.7% | +86.0% | +18.7% |
| 5Y | +3.8% | -96.7% | +100.4% | +4.1% |
| 10Y | +30.6% | -99.0% | +129.6% | +28.7% |
| All | +30.6% | -99.1% | +129.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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