+644.6%
VRT vs FCEL
-59.7%
+704.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +18.8% | -15.1% | +1.3% |
| 7D | +13.6% | +4.0% | +9.6% | +12.7% |
| 30D | +6.8% | -13.1% | +19.8% | +8.0% |
| 3M | -3.2% | +14.6% | -17.8% | -7.1% |
| 6M | +20.3% | +133.7% | -113.3% | +2.9% |
| YTD | +79.6% | +143.0% | -63.4% | +51.9% |
| 1Y | +139.0% | +320.9% | -181.9% | +88.9% |
| 3Y | +644.6% | -58.9% | +703.5% | +596.8% |
| All | +644.6% | -59.7% | +704.3% | +596.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling