+290.3%
VST vs FCEL
-68.0%
+358.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +2.9% | -1.5% |
| 7D | -6.0% | -8.3% | +2.3% | -5.2% |
| 30D | -18.8% | -43.0% | +24.2% | -14.4% |
| 3M | -8.0% | -48.2% | +40.1% | -3.0% |
| 6M | -10.9% | -25.0% | +14.0% | -11.7% |
| YTD | -18.3% | +40.6% | -59.0% | -25.5% |
| 1Y | -29.9% | +36.0% | -65.9% | -36.1% |
| 3Y | +290.3% | -66.7% | +357.0% | +259.8% |
| All | +290.3% | -68.0% | +358.3% | +259.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling