-20.9%
VST vs FCEL
-26.8%
+5.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +11.5% | -0.9% | +8.9% |
| 7D | -9.8% | -11.3% | +1.5% | -8.4% |
| 30D | -25.1% | -45.8% | +20.7% | -19.8% |
| 3M | -11.6% | -51.0% | +39.4% | -5.2% |
| 6M | -20.9% | -22.3% | +1.4% | -21.9% |
| All | -20.9% | -26.8% | +5.9% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling