+631.5%
FSLR vs VALE
+166.4%
+465.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.3% | -4.1% |
| 7D | -2.6% | +5.5% | -8.1% | -4.9% |
| 30D | +1.8% | -15.0% | +16.8% | +8.9% |
| 3M | -24.4% | -20.0% | -4.4% | -17.1% |
| 6M | -17.7% | -28.4% | +10.7% | -5.3% |
| YTD | -30.7% | -8.6% | -22.1% | -29.2% |
| 1Y | -33.6% | +2.0% | -35.6% | -35.4% |
| 3Y | +35.1% | +4.1% | +31.1% | +29.8% |
| 5Y | +63.1% | +46.4% | +16.6% | +24.7% |
| 10Y | +466.4% | +202.4% | +264.0% | +152.2% |
| All | +631.5% | +166.4% | +465.2% | +200.2% |
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