+53.4%
VT vs FCEL
-96.5%
+149.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.5% | -11.2% | -0.5% |
| 7D | -2.3% | -11.3% | +9.0% | -1.7% |
| 30D | -5.0% | -45.8% | +40.9% | -1.5% |
| 3M | -4.9% | -51.0% | +46.1% | -1.4% |
| 6M | -1.5% | -22.3% | +20.7% | -3.7% |
| YTD | +8.5% | +36.2% | -27.7% | +0.3% |
| 1Y | +11.4% | +29.0% | -17.6% | +2.8% |
| 3Y | +70.1% | -70.9% | +141.0% | +66.6% |
| All | +53.4% | -96.5% | +149.9% | +86.9% |
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