+116.4%
FSLR vs VMC
+52.7%
+63.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.8% |
| 7D | 0.0% | -4.3% | +4.3% | +1.7% |
| 30D | -13.7% | -8.2% | -5.4% | -10.8% |
| 3M | -35.1% | -7.0% | -28.0% | -33.4% |
| 6M | +3.6% | -10.8% | +14.4% | +7.8% |
| YTD | -21.7% | -7.4% | -14.3% | -19.9% |
| 1Y | +1.3% | -9.5% | +10.8% | +4.3% |
| 3Y | +9.7% | +20.5% | -10.8% | -4.2% |
| All | +116.4% | +52.7% | +63.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling