+454.3%
FSLR vs VFC
-69.1%
+523.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.8% |
| 7D | +6.8% | +0.8% | +6.0% | +6.5% |
| 30D | -14.7% | -11.9% | -2.8% | -12.0% |
| 3M | -22.6% | -20.2% | -2.4% | -18.6% |
| 6M | +12.7% | -23.0% | +35.7% | +18.6% |
| YTD | -18.4% | -26.2% | +7.9% | -13.7% |
| 1Y | +4.9% | -13.3% | +18.3% | +5.4% |
| 3Y | +16.4% | -25.5% | +41.9% | +8.3% |
| 5Y | +123.5% | -78.1% | +201.6% | +212.3% |
| 10Y | +454.3% | -68.8% | +523.1% | +518.4% |
| All | +454.3% | -69.1% | +523.4% | +518.4% |
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