+407.5%
VUG vs FCEL
-99.1%
+506.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.1% | +0.1% |
| 7D | +4.4% | +14.8% | -10.4% | +3.7% |
| 30D | -7.3% | -33.9% | +26.5% | -5.7% |
| 3M | -4.2% | -52.7% | +48.5% | -1.5% |
| 6M | -1.6% | -40.0% | +38.4% | -1.5% |
| YTD | +4.9% | +40.2% | -35.3% | -0.2% |
| 1Y | +3.8% | +32.9% | -29.1% | -1.3% |
| 3Y | +79.4% | -66.8% | +146.3% | +73.9% |
| 5Y | +63.9% | -97.0% | +160.9% | +71.5% |
| All | +407.5% | -99.1% | +506.6% | +441.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling