+37.7%
FSLR vs VRSK
+583.6%
-545.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.8% | +6.3% |
| 7D | +6.8% | -9.7% | +16.5% | +10.6% |
| 30D | -14.7% | -8.5% | -6.2% | -12.2% |
| 3M | -22.6% | -1.7% | -20.9% | -23.3% |
| 6M | +12.7% | -17.9% | +30.6% | +18.7% |
| YTD | -18.4% | -21.1% | +2.8% | -13.3% |
| 1Y | +4.9% | -35.1% | +40.1% | +20.7% |
| 3Y | +16.4% | -26.7% | +43.1% | +22.0% |
| 5Y | +123.5% | -12.0% | +135.5% | +109.7% |
| 10Y | +454.3% | +122.9% | +331.5% | +212.5% |
| All | +37.7% | +583.6% | -545.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling