+447.0%
FSLR vs VMC
+146.8%
+300.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.5% | -3.5% |
| 7D | +0.2% | -5.3% | +5.6% | +2.4% |
| 30D | -15.1% | -12.3% | -2.9% | -10.6% |
| 3M | -22.5% | -10.3% | -12.3% | -19.3% |
| 6M | +4.0% | -8.6% | +12.5% | +7.3% |
| YTD | -22.3% | -11.9% | -10.4% | -18.8% |
| 1Y | 0.0% | -13.9% | +13.9% | +5.2% |
| 3Y | +10.9% | +18.2% | -7.3% | -0.4% |
| 5Y | +105.4% | +47.7% | +57.6% | +65.6% |
| 10Y | +447.0% | +152.5% | +294.5% | +233.3% |
| All | +447.0% | +146.8% | +300.2% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling