-32.6%
FSLR vs VCLT
-3.4%
-29.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -2.0% |
| 7D | -8.4% | -0.6% | -7.9% | -7.4% |
| 30D | -0.9% | +2.8% | -3.7% | -5.8% |
| 3M | -26.1% | -0.4% | -25.7% | -25.2% |
| 6M | -23.6% | -3.1% | -20.5% | -19.1% |
| YTD | -31.8% | -2.7% | -29.2% | -29.5% |
| 1Y | -32.6% | -3.7% | -28.9% | -27.1% |
| All | -32.6% | -3.4% | -29.1% | -27.1% |
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