-34.9%
VST vs FLNC
-69.0%
+34.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.2% | -24.0% | -15.0% |
| 7D | -15.7% | -2.1% | -13.6% | -15.7% |
| 30D | -17.0% | -20.8% | +3.8% | -14.9% |
| 3M | -15.9% | -61.3% | +45.4% | -6.8% |
| 6M | -25.0% | -50.9% | +25.9% | -23.6% |
| YTD | -25.1% | -69.4% | +44.3% | -21.0% |
| 1Y | -34.9% | -68.4% | +33.5% | -32.8% |
| All | -34.9% | -69.0% | +34.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling