+2,723.0%
VRT vs FCEL
-96.9%
+2,819.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +4.2% |
| 7D | +9.1% | -15.8% | +24.9% | +10.5% |
| 30D | +0.9% | -29.3% | +30.2% | +3.6% |
| 3M | -13.4% | -30.1% | +16.8% | -12.4% |
| 6M | +11.7% | +74.4% | -62.8% | +3.3% |
| YTD | +73.2% | +104.5% | -31.3% | +57.7% |
| 1Y | +123.4% | +281.4% | -158.0% | +92.2% |
| 3Y | +606.2% | -66.1% | +672.3% | +580.0% |
| 5Y | +899.9% | -91.9% | +991.8% | +928.5% |
| All | +2,723.0% | -96.9% | +2,819.9% | +2,562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling