+219.8%
VT vs FCEL
-98.9%
+318.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.6% | -6.0% | +2.3% |
| 7D | +0.4% | +3.0% | -2.7% | +0.2% |
| 30D | -2.6% | -40.0% | +37.4% | -0.8% |
| 3M | -3.2% | -47.0% | +43.8% | -1.3% |
| 6M | +0.9% | -21.0% | +22.0% | -0.2% |
| YTD | +11.3% | +48.0% | -36.7% | +6.3% |
| 1Y | +14.0% | +43.9% | -29.9% | +8.7% |
| 3Y | +75.8% | -67.5% | +143.3% | +71.2% |
| 5Y | +57.8% | -96.7% | +154.5% | +63.2% |
| 10Y | +219.8% | -99.0% | +318.8% | +230.8% |
| All | +219.8% | -98.9% | +318.7% | +230.8% |
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 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