+57.5%
VT vs FCEL
-97.2%
+154.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.1% |
| 7D | +2.4% | -2.8% | +5.2% | +2.5% |
| 30D | -1.5% | -31.6% | +30.1% | +0.6% |
| 3M | -4.1% | -52.4% | +48.3% | -0.4% |
| 6M | +0.6% | -51.4% | +52.0% | +1.7% |
| YTD | +11.0% | +32.4% | -21.4% | +2.7% |
| 1Y | +13.3% | +37.5% | -24.2% | +4.1% |
| 3Y | +73.4% | -69.3% | +142.7% | +68.3% |
| All | +57.5% | -97.2% | +154.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling