-26.0%
FSLR vs VO
+16.3%
-42.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +3.1% |
| 7D | +10.3% | +1.0% | +9.3% | +8.5% |
| 30D | +10.4% | +2.6% | +7.8% | +5.5% |
| 3M | -20.2% | -0.3% | -19.9% | -19.8% |
| 6M | -8.0% | +7.6% | -15.6% | -17.1% |
| YTD | -25.5% | +14.7% | -40.3% | -39.3% |
| 1Y | -26.0% | +16.4% | -42.4% | -40.1% |
| All | -26.0% | +16.3% | -42.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling