-32.6%
FSLR vs VFC
+43.0%
-75.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.4% | -1.4% | -7.0% | -8.2% |
| 30D | -0.9% | +30.7% | -31.6% | -5.4% |
| 3M | -26.1% | +40.6% | -66.7% | -30.4% |
| 6M | -23.6% | +16.5% | -40.1% | -26.8% |
| YTD | -31.8% | +16.2% | -48.0% | -36.1% |
| 1Y | -32.6% | +42.4% | -75.0% | -38.2% |
| All | -32.6% | +43.0% | -75.6% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling