+15.5%
FSLR vs VRSK
-26.6%
+42.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.8% |
| 7D | -0.1% | -7.7% | +7.6% | -1.3% |
| 30D | -14.0% | -2.8% | -11.2% | -14.3% |
| 3M | -16.9% | -3.7% | -13.2% | -17.1% |
| 6M | +4.7% | -12.8% | +17.5% | +4.3% |
| YTD | -20.7% | -21.0% | +0.3% | -21.3% |
| 1Y | +1.7% | -32.5% | +34.1% | +1.3% |
| All | +15.5% | -26.6% | +42.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling