+359.1%
VST vs FLNC
-59.3%
+418.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.0% | +0.7% |
| 7D | +9.9% | +6.0% | +3.9% | +9.0% |
| 30D | +7.9% | -16.3% | +24.2% | +10.5% |
| 3M | +3.4% | -54.1% | +57.6% | +14.2% |
| 6M | -4.1% | -25.3% | +21.2% | -5.6% |
| YTD | -5.7% | -44.2% | +38.5% | -4.5% |
| 1Y | -18.9% | +53.1% | -72.0% | -31.6% |
| 3Y | +359.1% | -58.3% | +417.4% | +295.8% |
| All | +359.1% | -59.3% | +418.3% | +295.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling