+592.8%
FSLR vs VALE
+158.1%
+434.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -14.8% | -3.2% | -11.6% | -13.6% |
| 30D | -4.3% | -15.1% | +10.8% | +2.5% |
| 3M | -23.4% | -18.7% | -4.7% | -16.5% |
| 6M | -26.9% | -31.5% | +4.5% | -14.3% |
| YTD | -34.4% | -11.4% | -23.0% | -32.0% |
| 1Y | -33.2% | -1.9% | -31.4% | -33.9% |
| 3Y | +28.1% | +1.7% | +26.4% | +24.3% |
| 5Y | +54.5% | +35.4% | +19.1% | +22.3% |
| 10Y | +434.6% | +204.8% | +229.8% | +136.8% |
| All | +592.8% | +158.1% | +434.7% | +188.2% |
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