+150.1%
VXUS vs FCEL
-99.1%
+249.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.5% |
| 7D | +0.3% | +15.1% | -14.8% | -0.3% |
| 30D | +0.7% | -16.4% | +17.1% | +1.1% |
| 3M | +4.8% | -5.3% | +10.0% | +3.9% |
| 6M | +11.3% | +124.5% | -113.2% | +5.7% |
| YTD | +16.5% | +126.7% | -110.2% | +10.2% |
| 1Y | +24.3% | +219.9% | -195.6% | +15.2% |
| 3Y | +74.5% | -61.6% | +136.1% | +69.4% |
| 5Y | +54.3% | -90.5% | +144.8% | +54.1% |
| 10Y | +150.1% | -99.1% | +249.2% | +157.9% |
| All | +150.1% | -99.1% | +249.2% | +157.9% |
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