+46.7%
FSLR vs VCLT
+102.1%
-55.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.4% | -0.6% | -7.9% | -8.3% |
| 30D | -0.9% | +2.8% | -3.7% | -1.3% |
| 3M | -26.1% | -0.4% | -25.7% | -26.0% |
| 6M | -23.6% | -3.1% | -20.5% | -23.3% |
| YTD | -31.8% | -2.7% | -29.2% | -31.5% |
| 1Y | -32.6% | -3.7% | -28.9% | -32.2% |
| 3Y | +33.0% | +15.6% | +17.4% | +32.9% |
| 5Y | +56.8% | -15.8% | +72.6% | +47.8% |
| 10Y | +455.6% | +23.0% | +432.5% | +555.7% |
| All | +46.7% | +102.1% | -55.4% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling