+377.4%
VT vs FCEL
-100.0%
+477.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.4% | -15.8% | +16.3% | +1.5% |
| 30D | +1.0% | -29.3% | +30.3% | +2.9% |
| 3M | +2.4% | -30.1% | +32.5% | +2.7% |
| 6M | +12.0% | +74.4% | -62.4% | +4.0% |
| YTD | +15.3% | +104.5% | -89.2% | +5.4% |
| 1Y | +22.6% | +281.4% | -258.8% | +5.8% |
| 3Y | +74.7% | -66.1% | +140.8% | +67.2% |
| 5Y | +66.1% | -91.9% | +158.0% | +68.3% |
| 10Y | +225.0% | -99.2% | +324.2% | +237.8% |
| All | +377.4% | -100.0% | +477.4% | +428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling