+74.9%
FSLR vs VO
+32.6%
+42.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.9% |
| 7D | +15.3% | -2.6% | +17.9% | +18.6% |
| 30D | +11.7% | -0.9% | +12.6% | +12.7% |
| 3M | -17.6% | -3.0% | -14.6% | -14.7% |
| 6M | -7.7% | +2.2% | -9.9% | -9.2% |
| YTD | -23.0% | +10.6% | -33.6% | -30.5% |
| 1Y | -26.0% | +12.5% | -38.6% | -34.4% |
| 3Y | +36.9% | +61.4% | -24.5% | -17.9% |
| All | +74.9% | +32.6% | +42.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling