+167.6%
VXUS vs FCEL
-99.9%
+267.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.6% | -5.8% | +2.4% |
| 7D | +0.8% | +3.0% | -2.3% | +0.5% |
| 30D | -1.9% | -40.0% | +38.1% | +0.2% |
| 3M | -4.4% | -47.0% | +42.6% | -2.3% |
| 6M | -2.0% | -21.0% | +19.1% | -3.2% |
| YTD | +11.1% | +48.0% | -36.9% | +5.5% |
| 1Y | +15.1% | +43.9% | -28.8% | +9.0% |
| 3Y | +70.4% | -67.5% | +137.9% | +65.4% |
| 5Y | +47.2% | -96.7% | +143.8% | +53.9% |
| 10Y | +142.3% | -99.0% | +241.3% | +149.9% |
| All | +167.6% | -99.9% | +267.5% | +171.3% |
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