+222.7%
VT vs FCEL
-99.1%
+321.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.4% |
| 7D | +2.9% | +14.8% | -11.9% | +2.3% |
| 30D | -2.5% | -33.9% | +31.4% | -1.1% |
| 3M | -3.3% | -52.7% | +49.4% | -1.0% |
| 6M | +1.5% | -40.0% | +41.6% | +1.5% |
| YTD | +11.4% | +40.2% | -28.9% | +6.6% |
| 1Y | +11.9% | +32.9% | -21.0% | +7.1% |
| 3Y | +73.9% | -66.8% | +140.7% | +69.1% |
| 5Y | +57.9% | -97.0% | +154.8% | +63.8% |
| All | +222.7% | -99.1% | +321.8% | +237.6% |
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 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