+630.2%
VST vs FLNC
-86.0%
+716.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | +6.6% | -11.2% | +17.8% | +8.3% |
| 30D | -12.4% | -24.6% | +12.3% | -9.3% |
| 3M | -9.0% | -64.6% | +55.6% | +3.9% |
| 6M | -6.4% | -78.8% | +72.4% | +11.7% |
| YTD | -17.2% | -76.3% | +59.1% | -6.4% |
| 1Y | -22.0% | -71.2% | +49.2% | -14.8% |
| 3Y | +296.7% | -71.9% | +368.6% | +284.6% |
| 5Y | +637.6% | -87.5% | +725.1% | +591.6% |
| All | +630.2% | -86.0% | +716.2% | +581.8% |
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 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