+147.1%
VXUS vs FCEL
-99.0%
+246.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.7% |
| 7D | -0.5% | +3.9% | -4.4% | -0.7% |
| 30D | -1.2% | -33.1% | +31.9% | +0.2% |
| 3M | -3.8% | -43.0% | +39.1% | -2.3% |
| 6M | -1.7% | -31.3% | +29.6% | -2.1% |
| YTD | +11.4% | +49.8% | -38.4% | +6.7% |
| 1Y | +13.3% | +48.2% | -34.8% | +8.3% |
| 3Y | +70.0% | -64.6% | +134.5% | +65.3% |
| 5Y | +48.1% | -96.7% | +144.8% | +52.7% |
| 10Y | +147.1% | -99.0% | +246.1% | +154.5% |
| All | +147.1% | -99.0% | +246.0% | +154.5% |
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