+726.4%
FSLR vs VMC
+266.9%
+459.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.9% |
| 7D | 0.0% | -4.3% | +4.3% | +2.2% |
| 30D | -13.7% | -8.2% | -5.4% | -9.8% |
| 3M | -35.1% | -7.0% | -28.0% | -32.9% |
| 6M | +3.6% | -10.8% | +14.4% | +9.2% |
| YTD | -21.7% | -7.4% | -14.3% | -19.4% |
| 1Y | +1.3% | -9.5% | +10.8% | +5.2% |
| 3Y | +9.7% | +20.5% | -10.8% | -5.5% |
| 5Y | +117.4% | +51.6% | +65.8% | +62.2% |
| 10Y | +435.5% | +150.0% | +285.4% | +170.5% |
| All | +726.4% | +266.9% | +459.5% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling