+726.4%
FSLR vs VFC
+26.9%
+699.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | -13.7% | -11.6% | -2.0% | -9.6% |
| 3M | -35.1% | -18.1% | -17.0% | -30.8% |
| 6M | +3.6% | -27.4% | +31.0% | +14.3% |
| YTD | -21.7% | -24.8% | +3.1% | -15.6% |
| 1Y | +1.3% | -8.2% | +9.5% | -0.9% |
| 3Y | +9.7% | -29.1% | +38.8% | -1.7% |
| 5Y | +117.4% | -79.2% | +196.5% | +245.8% |
| 10Y | +435.5% | -68.1% | +503.6% | +455.1% |
| All | +726.4% | +26.9% | +699.5% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling