+1,205.2%
VST vs FCEL
-98.9%
+1,304.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.6% | -1.3% | +6.9% |
| 7D | -0.5% | +3.0% | -3.6% | -0.6% |
| 30D | -17.1% | -40.0% | +22.9% | -15.1% |
| 3M | -4.6% | -47.0% | +42.5% | -2.2% |
| 6M | -9.1% | -21.0% | +12.0% | -9.5% |
| YTD | -16.6% | +48.0% | -64.6% | -19.9% |
| 1Y | -29.5% | +43.9% | -73.4% | -32.3% |
| 3Y | +297.5% | -67.5% | +365.0% | +288.2% |
| 5Y | +654.5% | -96.7% | +751.2% | +668.8% |
| 10Y | +1,205.2% | -99.0% | +1,304.3% | +1,352.3% |
| All | +1,205.2% | -98.9% | +1,304.2% | +1,352.3% |
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 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