+28.1%
FSLR vs VFC
+50.0%
-21.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.1% |
| 7D | -14.8% | +1.6% | -16.4% | -15.1% |
| 30D | -4.3% | +25.5% | -29.8% | -8.2% |
| 3M | -23.4% | +41.3% | -64.7% | -28.2% |
| 6M | -26.9% | +22.2% | -49.2% | -30.1% |
| YTD | -34.4% | +16.4% | -50.8% | -37.2% |
| 1Y | -33.2% | +38.4% | -71.6% | -38.2% |
| 3Y | +28.1% | +56.2% | -28.2% | +0.9% |
| All | +28.1% | +50.0% | -21.9% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling