+447.0%
FSLR vs VCLT
+16.9%
+430.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -15.1% | +0.1% | -15.2% | -15.2% |
| 3M | -22.5% | -2.9% | -19.7% | -21.1% |
| 6M | +4.0% | -4.0% | +7.9% | +6.6% |
| YTD | -22.3% | -2.2% | -20.0% | -21.1% |
| 1Y | 0.0% | -2.6% | +2.6% | +1.7% |
| 3Y | +10.9% | +12.3% | -1.4% | +5.4% |
| 5Y | +105.4% | -16.4% | +121.8% | +117.2% |
| 10Y | +447.0% | +18.1% | +428.9% | +423.7% |
| All | +447.0% | +16.9% | +430.1% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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