+173.7%
VEA vs FCEL
-100.0%
+273.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +1.0% | -15.8% | +16.8% | +2.0% |
| 30D | +1.9% | -29.3% | +31.2% | +4.0% |
| 3M | +3.2% | -30.1% | +33.4% | +3.6% |
| 6M | +10.2% | +74.4% | -64.2% | +2.2% |
| YTD | +18.9% | +104.5% | -85.6% | +8.5% |
| 1Y | +29.3% | +281.4% | -252.0% | +11.3% |
| 3Y | +76.8% | -66.1% | +142.9% | +69.1% |
| 5Y | +61.2% | -91.9% | +153.1% | +63.2% |
| 10Y | +163.3% | -99.2% | +262.5% | +171.1% |
| All | +173.7% | -100.0% | +273.6% | +182.6% |
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