+2,010.2%
VRT vs FCEL
-97.8%
+2,108.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +2.1% |
| 7D | +18.6% | +14.8% | +3.8% | +17.2% |
| 30D | -11.7% | -33.9% | +22.2% | -8.3% |
| 3M | -27.3% | -52.7% | +25.4% | -22.8% |
| 6M | -42.9% | -40.0% | -2.8% | -41.8% |
| YTD | +29.5% | +40.2% | -10.7% | +21.6% |
| 1Y | +21.0% | +32.9% | -11.9% | +13.7% |
| 3Y | +403.1% | -66.8% | +469.9% | +389.7% |
| 5Y | +688.8% | -97.0% | +785.8% | +758.9% |
| All | +2,010.2% | -97.8% | +2,108.0% | +1,953.9% |
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