+632.6%
VST vs FLNC
-84.8%
+717.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +1.3% |
| 7D | +10.9% | -16.2% | +27.1% | +13.6% |
| 30D | -15.6% | -28.1% | +12.5% | -12.1% |
| 3M | -7.8% | -61.3% | +53.5% | +4.1% |
| 6M | -12.0% | -79.9% | +67.9% | +5.7% |
| YTD | -16.9% | -74.3% | +57.4% | -7.1% |
| 1Y | -25.1% | -75.5% | +50.4% | -16.3% |
| 3Y | +297.1% | -70.4% | +367.4% | +282.2% |
| 5Y | +641.9% | -86.4% | +728.3% | +587.8% |
| All | +632.6% | -84.8% | +717.4% | +576.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling