+146.3%
VXUS vs FCEL
-99.1%
+245.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.7% |
| 7D | +2.3% | +14.8% | -12.5% | +1.7% |
| 30D | -2.2% | -33.9% | +31.6% | -0.8% |
| 3M | -5.4% | -52.7% | +47.3% | -3.2% |
| 6M | -1.2% | -40.0% | +38.8% | -1.2% |
| YTD | +10.4% | +40.2% | -29.8% | +6.0% |
| 1Y | +11.8% | +32.9% | -21.1% | +7.4% |
| 3Y | +68.4% | -66.8% | +135.2% | +64.2% |
| 5Y | +45.9% | -97.0% | +142.8% | +50.9% |
| All | +146.3% | -99.1% | +245.4% | +155.6% |
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