+466.4%
FSLR vs VMC
+136.9%
+329.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | -2.6% | +1.1% | -3.8% | -3.2% |
| 30D | +1.8% | +17.7% | -15.9% | -5.1% |
| 3M | -24.4% | +1.1% | -25.4% | -24.9% |
| 6M | -17.7% | +1.8% | -19.6% | -18.7% |
| YTD | -30.7% | +1.5% | -32.2% | -31.8% |
| 1Y | -33.6% | -1.1% | -32.5% | -33.9% |
| 3Y | +35.1% | +38.8% | -3.6% | +12.9% |
| 5Y | +63.1% | +49.6% | +13.5% | +29.9% |
| 10Y | +466.4% | +130.6% | +335.8% | +239.3% |
| All | +466.4% | +136.9% | +329.6% | +239.3% |
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