+447.0%
FSLR vs VO
+193.0%
+254.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -3.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.9% |
| 30D | -15.1% | -1.9% | -13.2% | -13.3% |
| 3M | -22.5% | +3.3% | -25.8% | -24.8% |
| 6M | +4.0% | +9.7% | -5.7% | -4.9% |
| YTD | -22.3% | +12.6% | -34.9% | -31.0% |
| 1Y | 0.0% | +13.6% | -13.6% | -11.8% |
| 3Y | +10.9% | +56.8% | -46.0% | -29.9% |
| 5Y | +105.4% | +42.3% | +63.1% | +43.5% |
| 10Y | +447.0% | +199.2% | +247.8% | +70.0% |
| All | +447.0% | +193.0% | +254.0% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling