-51.4%
VG vs FCEL
+14.5%
-65.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.5% | -11.4% | -1.0% |
| 7D | -22.0% | -11.2% | -10.8% | -21.2% |
| 30D | -11.6% | -45.8% | +34.1% | -7.1% |
| 3M | -14.9% | -51.0% | +36.1% | -10.4% |
| 6M | -3.5% | -22.2% | +18.7% | -11.7% |
| YTD | +70.0% | +36.3% | +33.7% | +37.0% |
| 1Y | +50.0% | +29.0% | +21.0% | +20.3% |
| All | -51.4% | +14.5% | -65.8% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling