+409.6%
VUG vs FCEL
-99.2%
+508.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.3% |
| 7D | -1.9% | +6.3% | -8.2% | -2.3% |
| 30D | -1.6% | -18.8% | +17.2% | -0.9% |
| 3M | +4.4% | -3.8% | +8.2% | +3.2% |
| 6M | +13.2% | +121.1% | -107.9% | +6.2% |
| YTD | +7.5% | +113.3% | -105.8% | +0.6% |
| 1Y | +12.5% | +173.5% | -161.0% | +3.2% |
| 3Y | +86.0% | -63.9% | +149.9% | +79.7% |
| 5Y | +76.5% | -90.7% | +167.2% | +77.4% |
| All | +409.6% | -99.2% | +508.8% | +442.1% |
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