+1,216.9%
VST vs FCEL
-99.3%
+1,316.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | +8.9% | -15.8% | +24.7% | +9.6% |
| 30D | +6.2% | -29.3% | +35.5% | +7.6% |
| 3M | -2.7% | -30.1% | +27.4% | -2.4% |
| 6M | -8.4% | +74.4% | -82.8% | -12.3% |
| YTD | -7.2% | +104.5% | -111.7% | -12.1% |
| 1Y | -20.9% | +281.4% | -302.3% | -27.2% |
| 3Y | +384.0% | -66.1% | +450.1% | +369.6% |
| 5Y | +757.1% | -91.9% | +848.9% | +749.8% |
| All | +1,216.9% | -99.3% | +1,316.1% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling