+96.9%
FSLR vs VRSK
-11.8%
+108.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | -5.2% | +7.4% | +2.8% |
| 30D | -7.8% | -2.3% | -5.5% | -7.7% |
| 3M | -22.9% | -2.9% | -20.0% | -23.2% |
| 6M | +4.4% | -12.8% | +17.2% | +6.2% |
| YTD | -20.0% | -20.8% | +0.8% | -16.8% |
| 1Y | +2.8% | -33.2% | +36.0% | +12.5% |
| 3Y | +16.5% | -26.6% | +43.1% | +17.1% |
| All | +96.9% | -11.8% | +108.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling