+1,164.9%
VST vs FCEL
-99.1%
+1,264.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | -0.8% |
| 7D | +6.6% | -2.8% | +9.4% | +6.7% |
| 30D | -12.4% | -31.6% | +19.3% | -10.8% |
| 3M | -9.0% | -52.4% | +43.4% | -6.2% |
| 6M | -6.4% | -51.4% | +45.0% | -4.9% |
| YTD | -17.2% | +32.4% | -49.6% | -20.1% |
| 1Y | -22.0% | +37.5% | -59.5% | -25.0% |
| 3Y | +296.7% | -69.3% | +365.9% | +288.8% |
| 5Y | +637.6% | -97.1% | +734.7% | +655.9% |
| All | +1,164.9% | -99.1% | +1,264.0% | +1,321.6% |
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