+123.5%
FSLR vs VCLT
-15.1%
+138.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +6.8% | +0.3% | +6.5% | +6.5% |
| 30D | -14.7% | -0.6% | -14.2% | -14.3% |
| 3M | -22.6% | -2.2% | -20.3% | -21.0% |
| 6M | +12.7% | -2.9% | +15.6% | +15.8% |
| YTD | -18.4% | -2.1% | -16.3% | -16.8% |
| 1Y | +4.9% | -2.6% | +7.5% | +7.4% |
| 3Y | +16.4% | +12.5% | +3.9% | +7.8% |
| 5Y | +123.5% | -15.3% | +138.7% | +147.2% |
| All | +123.5% | -15.1% | +138.6% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling