+262.4%
VST vs FCEL
-74.5%
+336.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +11.5% | -1.0% | +9.4% |
| 7D | -9.8% | -11.2% | +1.4% | -8.7% |
| 30D | -25.1% | -45.8% | +20.6% | -20.8% |
| 3M | -11.6% | -51.0% | +39.4% | -6.3% |
| 6M | -20.9% | -22.2% | +1.3% | -21.9% |
| YTD | -22.3% | +36.3% | -58.6% | -28.9% |
| 1Y | -32.0% | +29.0% | -61.0% | -37.7% |
| 3Y | +262.4% | -70.9% | +333.3% | +239.1% |
| All | +262.4% | -74.5% | +336.8% | +239.1% |
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 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