+66.6%
VTV vs FCEL
-63.4%
+130.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.5% |
| 7D | -2.1% | +6.3% | -8.3% | -2.3% |
| 30D | -1.3% | -18.8% | +17.5% | -1.0% |
| 3M | +5.6% | -3.8% | +9.5% | +4.7% |
| 6M | +12.4% | +121.1% | -108.7% | +7.5% |
| YTD | +17.6% | +113.3% | -95.6% | +12.3% |
| 1Y | +23.5% | +173.5% | -150.0% | +16.1% |
| All | +66.6% | -63.4% | +130.0% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling