+447.0%
FSLR vs VSH
+172.7%
+274.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.0% |
| 7D | +0.2% | +3.5% | -3.3% | -1.3% |
| 30D | -15.1% | -4.4% | -10.8% | -14.0% |
| 3M | -22.5% | -45.8% | +23.3% | -3.4% |
| 6M | +4.0% | +90.1% | -86.2% | -24.2% |
| YTD | -22.3% | +120.3% | -142.6% | -47.5% |
| 1Y | 0.0% | +112.2% | -112.2% | -32.1% |
| 3Y | +10.9% | +36.6% | -25.7% | -13.3% |
| 5Y | +105.4% | +67.0% | +38.4% | +40.4% |
| 10Y | +447.0% | +179.5% | +267.5% | +157.2% |
| All | +447.0% | +172.7% | +274.3% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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