+69.7%
VT vs FCEL
-77.1%
+146.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.3% | +11.2% | -3.5% |
| 7D | -4.2% | -26.7% | +22.5% | -3.0% |
| 30D | -5.8% | -56.8% | +51.0% | -2.8% |
| 3M | -5.2% | -57.8% | +52.5% | -2.5% |
| 6M | +0.1% | -34.1% | +34.2% | -0.2% |
| YTD | +8.2% | +22.2% | -13.9% | +4.3% |
| 1Y | +10.1% | +5.2% | +4.9% | +6.4% |
| All | +69.7% | -77.1% | +146.8% | +68.2% |
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