+41.9%
FSLR vs VCLT
+99.5%
-57.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -12.0% | -1.9% | -10.1% | -11.7% |
| 30D | -7.7% | +1.4% | -9.1% | -7.8% |
| 3M | -24.0% | -1.8% | -22.3% | -23.8% |
| 6M | -24.4% | -3.9% | -20.5% | -24.0% |
| YTD | -34.0% | -3.9% | -30.1% | -33.6% |
| 1Y | -35.6% | -4.7% | -30.9% | -35.1% |
| 3Y | +28.7% | +14.1% | +14.6% | +28.8% |
| 5Y | +55.3% | -16.6% | +72.0% | +46.9% |
| 10Y | +437.4% | +21.4% | +416.0% | +535.6% |
| All | +41.9% | +99.5% | -57.6% | +202.1% |
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 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