+70.1%
VT vs FCEL
-74.5%
+144.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.5% | -11.2% | -0.2% |
| 7D | -2.3% | -11.3% | +9.0% | -1.9% |
| 30D | -5.0% | -45.8% | +40.9% | -2.8% |
| 3M | -4.9% | -51.0% | +46.1% | -2.7% |
| 6M | -1.5% | -22.3% | +20.7% | -2.5% |
| YTD | +8.5% | +36.2% | -27.7% | +4.0% |
| 1Y | +11.4% | +29.0% | -17.6% | +6.7% |
| 3Y | +70.1% | -70.9% | +141.0% | +67.8% |
| All | +70.1% | -74.5% | +144.5% | +67.8% |
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