+80.6%
VTV vs FCEL
-90.6%
+171.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -1.1% | +6.3% | -7.4% | -1.4% |
| 30D | -1.0% | -26.7% | +25.6% | 0.0% |
| 3M | +4.6% | -10.2% | +14.8% | +3.7% |
| 6M | +13.5% | +123.5% | -110.0% | +6.3% |
| YTD | +18.5% | +117.4% | -98.9% | +10.6% |
| 1Y | +22.9% | +146.0% | -123.1% | +12.9% |
| 3Y | +67.8% | -61.9% | +129.7% | +64.1% |
| All | +80.6% | -90.6% | +171.2% | +86.6% |
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