+420.9%
FSLR vs VFC
-50.3%
+471.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.5% |
| 7D | -12.0% | -1.4% | -10.6% | -11.7% |
| 30D | -7.7% | +24.6% | -32.3% | -12.7% |
| 3M | -24.0% | +38.4% | -62.5% | -30.1% |
| 6M | -24.4% | +15.3% | -39.7% | -27.9% |
| YTD | -34.0% | +12.7% | -46.8% | -37.4% |
| 1Y | -35.6% | +32.7% | -68.3% | -41.6% |
| 3Y | +28.7% | +43.7% | -15.0% | +1.1% |
| 5Y | +55.3% | -69.2% | +124.5% | +100.8% |
| All | +420.9% | -50.3% | +471.1% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling