+32.5%
FSLR vs VLTO
+54.8%
-22.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +15.3% | +5.4% | +9.9% | +13.4% |
| 30D | +11.7% | +22.3% | -10.6% | +4.4% |
| 3M | -17.6% | +19.6% | -37.2% | -22.4% |
| 6M | -7.7% | +35.2% | -42.9% | -17.3% |
| YTD | -23.0% | +17.9% | -40.9% | -27.0% |
| 1Y | -26.0% | +19.5% | -45.6% | -30.6% |
| 3Y | +36.9% | +73.9% | -37.1% | -1.8% |
| All | +32.5% | +54.8% | -22.4% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling