+367.1%
VT vs FCEL
-100.0%
+467.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.1% |
| 7D | -0.3% | -14.9% | +14.6% | +0.7% |
| 30D | -1.4% | -41.7% | +40.2% | +1.7% |
| 3M | -1.4% | -53.2% | +51.8% | +2.6% |
| 6M | +5.5% | -19.0% | +24.5% | +3.2% |
| YTD | +12.8% | +44.2% | -31.4% | +4.8% |
| 1Y | +15.4% | +42.4% | -27.0% | +6.7% |
| 3Y | +76.9% | -71.9% | +148.8% | +70.7% |
| 5Y | +60.4% | -96.2% | +156.6% | +70.6% |
| 10Y | +232.8% | -99.0% | +331.8% | +228.7% |
| All | +367.1% | -100.0% | +467.0% | +425.4% |
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