+325.3%
VWO vs FCEL
-100.0%
+425.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.1% |
| 7D | +0.2% | +15.1% | -14.9% | -1.1% |
| 30D | +0.9% | -16.4% | +17.3% | +1.8% |
| 3M | +4.3% | -5.3% | +9.5% | +2.2% |
| 6M | +10.5% | +124.5% | -114.0% | -1.5% |
| YTD | +13.4% | +126.7% | -113.3% | +0.2% |
| 1Y | +18.6% | +219.9% | -201.3% | 0.0% |
| 3Y | +65.8% | -61.6% | +127.4% | +55.0% |
| 5Y | +35.2% | -90.5% | +125.7% | +35.2% |
| 10Y | +116.6% | -99.1% | +215.7% | +117.8% |
| All | +325.3% | -100.0% | +425.3% | +393.2% |
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