-20.9%
VST vs FCEL
+269.1%
-290.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | +8.9% | -15.8% | +24.7% | +10.3% |
| 30D | +6.2% | -29.3% | +35.5% | +9.0% |
| 3M | -2.7% | -30.1% | +27.4% | -2.4% |
| 6M | -8.4% | +74.4% | -82.8% | -17.9% |
| YTD | -7.2% | +104.5% | -111.7% | -19.8% |
| 1Y | -20.9% | +281.4% | -302.3% | -41.1% |
| All | -20.9% | +269.1% | -290.0% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling