+418.1%
FSLR vs VSAT
-16.2%
+434.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.4% |
| 7D | -14.8% | +5.9% | -20.7% | -16.1% |
| 30D | -4.3% | +9.7% | -14.0% | -7.1% |
| 3M | -23.4% | -18.3% | -5.1% | -21.6% |
| 6M | -26.9% | -4.1% | -22.9% | -28.8% |
| YTD | -34.4% | +96.5% | -130.9% | -45.3% |
| 1Y | -33.2% | +89.3% | -122.5% | -44.0% |
| 3Y | +28.1% | +270.1% | -242.0% | -19.7% |
| 5Y | +54.5% | +26.4% | +28.1% | +19.1% |
| All | +418.1% | -16.2% | +434.3% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 10y: compounded portfolio wealth divided by compounded VSAT 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…
10y analysis · Full analysis span regression · 6 months rolling