+4.9%
FSLR vs VO
+14.5%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.2% |
| 7D | +6.8% | +0.6% | +6.2% | +5.7% |
| 30D | -14.7% | -1.1% | -13.7% | -13.3% |
| 3M | -22.6% | +4.5% | -27.1% | -27.7% |
| 6M | +12.7% | +11.1% | +1.6% | -1.8% |
| YTD | -18.4% | +13.5% | -31.9% | -31.4% |
| 1Y | +4.9% | +14.5% | -9.5% | -8.6% |
| All | +4.9% | +14.5% | -9.5% | -8.6% |
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