+13.8%
VRT vs FCEL
+32.6%
-18.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.0% | -6.9% | -11.8% |
| 7D | -15.4% | -14.9% | -0.5% | -12.8% |
| 30D | -19.0% | -41.7% | +22.7% | -11.4% |
| 3M | -23.8% | -53.2% | +29.3% | -14.7% |
| 6M | -37.9% | -19.0% | -18.8% | -38.5% |
| YTD | +27.0% | +44.2% | -17.2% | +6.0% |
| 1Y | +13.8% | +42.4% | -28.6% | -8.1% |
| All | +13.8% | +32.6% | -18.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling