+13.3%
FSLR vs VMC
+25.7%
-12.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.7% |
| 7D | 0.0% | -4.3% | +4.3% | +1.2% |
| 30D | -13.7% | -8.2% | -5.4% | -11.6% |
| 3M | -35.1% | -7.0% | -28.0% | -33.9% |
| 6M | +3.6% | -10.8% | +14.4% | +6.4% |
| YTD | -21.7% | -7.4% | -14.3% | -20.2% |
| 1Y | +1.3% | -9.5% | +10.8% | +3.6% |
| All | +13.3% | +25.7% | -12.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling