+641.9%
VST vs FCEL
-96.5%
+738.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.0% |
| 7D | +10.9% | +3.9% | +7.1% | +10.5% |
| 30D | -15.6% | -33.1% | +17.5% | -12.3% |
| 3M | -7.8% | -43.0% | +35.2% | -3.4% |
| 6M | -12.0% | -31.3% | +19.3% | -12.4% |
| YTD | -16.9% | +49.8% | -66.7% | -25.3% |
| 1Y | -25.1% | +48.2% | -73.3% | -32.9% |
| 3Y | +297.1% | -64.6% | +361.6% | +273.0% |
| 5Y | +641.9% | -96.7% | +738.6% | +711.7% |
| All | +641.9% | -96.5% | +738.4% | +711.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling