+466.4%
FSLR vs VSH
+117.5%
+349.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -7.0% | -6.1% |
| 7D | -2.6% | -1.6% | -1.1% | -3.5% |
| 30D | +1.8% | -21.3% | +23.1% | +9.2% |
| 3M | -24.4% | -18.9% | -5.5% | -20.8% |
| 6M | -17.7% | -21.4% | +3.7% | -15.5% |
| YTD | -30.7% | +86.8% | -117.6% | -51.7% |
| 1Y | -33.6% | +85.8% | -119.4% | -53.7% |
| 3Y | +35.1% | +30.1% | +5.0% | +3.1% |
| 5Y | +63.1% | +42.8% | +20.3% | +14.9% |
| 10Y | +466.4% | +121.2% | +345.2% | +159.2% |
| All | +466.4% | +117.5% | +349.0% | +159.2% |
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