+601.6%
VLO vs FCEL
-90.2%
+691.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +18.8% | -15.5% | +2.5% |
| 7D | +5.8% | +4.0% | +1.8% | +5.5% |
| 30D | +28.3% | -13.1% | +41.4% | +28.7% |
| 3M | +48.7% | +14.6% | +34.2% | +45.6% |
| 6M | +71.9% | +133.7% | -61.8% | +59.4% |
| YTD | +138.7% | +143.0% | -4.3% | +120.1% |
| 1Y | +148.5% | +320.9% | -172.4% | +119.6% |
| 3Y | +192.7% | -58.9% | +251.6% | +180.3% |
| 5Y | +601.6% | -89.7% | +691.3% | +603.6% |
| All | +601.6% | -90.2% | +691.8% | +603.6% |
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 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