-46.6%
VG vs FCEL
+25.9%
-72.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.0% | +4.9% |
| 7D | +5.5% | +3.9% | +1.6% | +5.0% |
| 30D | -3.6% | -33.1% | +29.5% | -0.5% |
| 3M | -4.0% | -43.0% | +39.0% | -0.4% |
| 6M | +9.4% | -31.3% | +40.7% | +3.2% |
| YTD | +86.6% | +49.8% | +36.8% | +49.1% |
| 1Y | +69.5% | +48.2% | +21.3% | +33.7% |
| All | -46.6% | +25.9% | -72.5% | -61.2% |
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