+123.5%
FSLR vs VSH
+65.5%
+57.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +6.8% | +6.2% | +0.6% | +4.5% |
| 30D | -14.7% | -11.1% | -3.6% | -11.5% |
| 3M | -22.6% | -44.9% | +22.3% | -7.0% |
| 6M | +12.7% | +90.0% | -77.2% | -11.9% |
| YTD | -18.4% | +118.8% | -137.2% | -40.1% |
| 1Y | +4.9% | +109.0% | -104.0% | -22.3% |
| 3Y | +16.4% | +35.6% | -19.2% | -1.3% |
| 5Y | +123.5% | +66.7% | +56.8% | +71.7% |
| All | +123.5% | +65.5% | +57.9% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling