+726.4%
FSLR vs VALE
+251.2%
+475.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | 0.0% | +1.6% | -1.6% | -0.8% |
| 30D | -13.7% | +5.1% | -18.8% | -15.8% |
| 3M | -35.1% | -0.4% | -34.7% | -35.1% |
| 6M | +3.6% | -2.2% | +5.8% | +4.1% |
| YTD | -21.7% | +20.5% | -42.3% | -29.0% |
| 1Y | +1.3% | +61.2% | -59.9% | -19.1% |
| 3Y | +9.7% | +43.1% | -33.4% | -8.3% |
| 5Y | +117.4% | +34.0% | +83.4% | +72.8% |
| 10Y | +435.5% | +469.7% | -34.2% | +74.6% |
| All | +726.4% | +251.2% | +475.2% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling