+348.0%
VT vs FCEL
-100.0%
+448.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.3% | +11.2% | -3.1% |
| 7D | -4.2% | -26.7% | +22.5% | -2.4% |
| 30D | -5.8% | -56.8% | +51.0% | -0.9% |
| 3M | -5.2% | -57.8% | +52.5% | -0.8% |
| 6M | +0.1% | -34.1% | +34.2% | -0.8% |
| YTD | +8.2% | +22.2% | -13.9% | +1.5% |
| 1Y | +10.1% | +5.2% | +4.9% | +3.8% |
| 3Y | +69.7% | -76.2% | +145.8% | +65.4% |
| 5Y | +53.4% | -96.7% | +150.0% | +64.5% |
| 10Y | +219.2% | -99.2% | +318.4% | +218.5% |
| All | +348.0% | -100.0% | +448.0% | +409.1% |
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 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