+728.1%
VST vs FLNC
-69.8%
+797.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.7% |
| 7D | +5.3% | -4.2% | +9.5% | +5.9% |
| 30D | +5.8% | -20.0% | +25.8% | +8.9% |
| 3M | +3.5% | -56.9% | +60.3% | +14.8% |
| 6M | -7.4% | -35.5% | +28.1% | -6.7% |
| YTD | -6.1% | -48.8% | +42.8% | -3.8% |
| 1Y | -21.6% | +49.3% | -70.9% | -32.5% |
| 3Y | +357.2% | -61.8% | +419.0% | +324.0% |
| All | +728.1% | -69.8% | +797.9% | +601.2% |
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