+96.6%
VCIT vs FCEL
-99.9%
+196.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | 0.0% |
| 7D | -0.5% | +3.9% | -4.4% | -0.5% |
| 30D | +1.5% | -33.1% | +34.6% | +1.6% |
| 3M | -1.0% | -43.0% | +42.0% | -0.8% |
| 6M | -1.7% | -31.3% | +29.6% | -1.7% |
| YTD | -1.4% | +49.8% | -51.2% | -1.9% |
| 1Y | -0.9% | +48.2% | -49.1% | -1.5% |
| 3Y | +19.8% | -64.6% | +84.4% | +19.4% |
| 5Y | +4.6% | -96.7% | +101.3% | +4.7% |
| 10Y | +31.5% | -99.0% | +130.5% | +30.6% |
| All | +96.6% | -99.9% | +196.6% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling