+28.9%
FSLR vs VLTO
+54.1%
-25.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +10.7% | +12.0% | -1.3% | +6.7% |
| 30D | +8.9% | +20.8% | -12.0% | +2.2% |
| 3M | -17.3% | +20.1% | -37.4% | -22.2% |
| 6M | -10.8% | +32.6% | -43.4% | -19.4% |
| YTD | -25.1% | +17.3% | -42.4% | -28.8% |
| 1Y | -29.4% | +17.3% | -46.7% | -33.2% |
| 3Y | +28.8% | +66.9% | -38.1% | -4.7% |
| All | +28.9% | +54.1% | -25.2% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling