+718.2%
VST vs FLNC
-69.1%
+787.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.3% |
| 7D | +8.9% | -4.9% | +13.8% | +9.6% |
| 30D | +6.2% | -27.3% | +33.5% | +10.7% |
| 3M | -2.7% | -61.9% | +59.2% | +9.5% |
| 6M | -8.4% | -34.5% | +26.1% | -7.8% |
| YTD | -7.2% | -47.7% | +40.5% | -5.1% |
| 1Y | -20.9% | +53.3% | -74.2% | -32.2% |
| 3Y | +384.0% | -62.4% | +446.4% | +350.0% |
| All | +718.2% | -69.1% | +787.3% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling