+713.0%
FSLR vs VSH
+181.7%
+531.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +0.1% |
| 7D | +15.3% | -12.9% | +28.3% | +21.5% |
| 30D | +11.7% | -36.9% | +48.5% | +35.3% |
| 3M | -17.6% | -28.8% | +11.1% | -7.1% |
| 6M | -7.7% | -30.3% | +22.6% | +0.5% |
| YTD | -23.0% | +62.4% | -85.4% | -46.1% |
| 1Y | -26.0% | +62.5% | -88.6% | -48.5% |
| 3Y | +36.9% | +7.4% | +29.5% | +7.4% |
| 5Y | +72.9% | +25.4% | +47.5% | +20.4% |
| 10Y | +519.3% | +102.6% | +416.6% | +200.8% |
| All | +713.0% | +181.7% | +531.3% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling