-26.2%
FSLR vs VFC
+38.8%
-65.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +15.3% | +11.2% | +4.1% | +13.2% |
| 30D | +11.7% | +41.5% | -29.9% | +5.2% |
| 3M | -17.6% | +38.9% | -56.5% | -22.2% |
| 6M | -7.7% | +6.1% | -13.9% | -10.6% |
| YTD | -23.0% | +14.5% | -37.5% | -27.7% |
| All | -26.2% | +38.8% | -65.0% | -31.4% |
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 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