+911.8%
VLO vs FCEL
-99.2%
+1,010.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.7% |
| 7D | +4.0% | +6.3% | -2.3% | +3.7% |
| 30D | +19.0% | -18.8% | +37.8% | +19.7% |
| 3M | +50.0% | -3.8% | +53.8% | +48.2% |
| 6M | +79.1% | +121.1% | -42.0% | +68.3% |
| YTD | +140.3% | +113.3% | +27.0% | +125.4% |
| 1Y | +148.3% | +173.5% | -25.2% | +128.3% |
| 3Y | +194.6% | -63.9% | +258.5% | +184.1% |
| 5Y | +609.6% | -90.7% | +700.3% | +605.3% |
| All | +911.8% | -99.2% | +1,010.9% | +869.6% |
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 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