+1.7%
FSLR vs VCLT
-3.8%
+5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.5% |
| 7D | -0.1% | -1.3% | +1.2% | +1.5% |
| 30D | -14.0% | -1.1% | -12.9% | -12.7% |
| 3M | -16.9% | -3.7% | -13.2% | -13.0% |
| 6M | +4.7% | -4.0% | +8.8% | +9.2% |
| YTD | -20.7% | -3.4% | -17.3% | -17.4% |
| 1Y | +1.7% | -4.1% | +5.8% | +6.9% |
| All | +1.7% | -3.8% | +5.5% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling