+19.2%
FSLR vs VLTO
+56.3%
-37.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | -2.6% | +1.6% | -4.3% | -3.2% |
| 30D | +1.8% | +22.0% | -20.2% | -4.7% |
| 3M | -24.4% | +21.9% | -46.3% | -29.2% |
| 6M | -17.7% | +36.5% | -54.2% | -26.4% |
| YTD | -30.7% | +19.0% | -49.7% | -34.5% |
| 1Y | -33.6% | +21.0% | -54.6% | -38.0% |
| 3Y | +35.1% | +69.9% | -34.7% | -1.0% |
| All | +19.2% | +56.3% | -37.1% | -5.8% |
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