+34.7%
FSLR vs VLTO
+27.2%
+7.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.8% |
| 30D | -13.7% | -0.9% | -12.8% | -13.4% |
| 3M | -35.1% | +13.8% | -48.9% | -38.4% |
| 6M | +3.6% | +2.0% | +1.6% | +2.9% |
| YTD | -21.7% | -3.2% | -18.5% | -20.8% |
| 1Y | +1.3% | -9.2% | +10.4% | +5.8% |
| All | +34.7% | +27.2% | +7.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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