+96.3%
VCIT vs FCEL
-99.9%
+196.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.5% | +0.3% |
| 7D | +0.5% | -26.7% | +27.1% | +0.6% |
| 30D | +2.1% | -56.8% | +58.8% | +2.4% |
| 3M | -1.6% | -57.8% | +56.2% | -1.3% |
| 6M | -1.6% | -34.1% | +32.5% | -1.6% |
| YTD | -1.5% | +22.2% | -23.7% | -1.9% |
| 1Y | -0.4% | +5.2% | -5.6% | -0.8% |
| 3Y | +19.6% | -76.2% | +95.8% | +19.3% |
| 5Y | +3.3% | -96.7% | +99.9% | +3.5% |
| 10Y | +28.9% | -99.2% | +128.1% | +28.2% |
| All | +96.3% | -99.9% | +196.3% | +93.7% |
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 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