+135.1%
VGT vs FCEL
-91.3%
+226.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.5% |
| 7D | -1.0% | +6.3% | -7.3% | -1.8% |
| 30D | -0.4% | -18.8% | +18.4% | +0.9% |
| 3M | +6.6% | -3.8% | +10.4% | +4.3% |
| 6M | +31.0% | +121.1% | -90.1% | +14.6% |
| YTD | +27.2% | +113.3% | -86.0% | +10.7% |
| 1Y | +34.5% | +173.5% | -139.1% | +11.5% |
| 3Y | +123.1% | -63.9% | +187.1% | +115.4% |
| 5Y | +135.1% | -90.7% | +225.8% | +163.2% |
| All | +135.1% | -91.3% | +226.4% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling