+496.9%
FSLR vs VO
+206.8%
+290.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.5% | -7.7% |
| 7D | +5.3% | -0.1% | +5.4% | +5.0% |
| 30D | +7.8% | +0.5% | +7.2% | +6.8% |
| 3M | -23.4% | -1.0% | -22.4% | -22.7% |
| 6M | -12.9% | +6.4% | -19.3% | -18.0% |
| YTD | -26.7% | +13.6% | -40.2% | -35.6% |
| 1Y | -28.4% | +14.5% | -42.9% | -37.5% |
| 3Y | +44.6% | +67.2% | -22.6% | -14.9% |
| 5Y | +67.9% | +36.1% | +31.9% | +22.7% |
| 10Y | +496.9% | +199.3% | +297.6% | +75.4% |
| All | +496.9% | +206.8% | +290.1% | +75.4% |
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