+726.4%
FSLR vs VO
+513.7%
+212.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.4% |
| 30D | -13.7% | -0.3% | -13.3% | -13.3% |
| 3M | -35.1% | +2.9% | -38.0% | -37.0% |
| 6M | +3.6% | +9.3% | -5.7% | -6.4% |
| YTD | -21.7% | +14.2% | -35.9% | -33.3% |
| 1Y | +1.3% | +15.3% | -14.0% | -14.5% |
| 3Y | +9.7% | +56.2% | -46.5% | -36.8% |
| 5Y | +117.4% | +42.4% | +74.9% | +38.9% |
| 10Y | +435.5% | +194.7% | +240.7% | +27.7% |
| All | +726.4% | +513.7% | +212.7% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling