+447.0%
FSLR vs VALE
+493.0%
-46.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | +0.2% | -1.8% | +2.1% | +0.8% |
| 30D | -15.1% | +6.7% | -21.8% | -17.0% |
| 3M | -22.5% | +4.9% | -27.4% | -23.9% |
| 6M | +4.0% | +3.6% | +0.4% | +2.6% |
| YTD | -22.3% | +21.9% | -44.1% | -27.6% |
| 1Y | 0.0% | +61.6% | -61.5% | -14.7% |
| 3Y | +10.9% | +52.1% | -41.3% | -4.1% |
| 5Y | +105.4% | +43.2% | +62.2% | +73.6% |
| 10Y | +447.0% | +521.5% | -74.5% | +219.9% |
| All | +447.0% | +493.0% | -46.0% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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