+726.4%
FSLR vs VSH
+283.6%
+442.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -3.5% |
| 7D | 0.0% | +4.1% | -4.1% | -2.0% |
| 30D | -13.7% | -4.2% | -9.5% | -12.5% |
| 3M | -35.1% | -50.0% | +14.9% | -12.7% |
| 6M | +3.6% | +80.2% | -76.5% | -27.2% |
| YTD | -21.7% | +121.1% | -142.8% | -51.1% |
| 1Y | +1.3% | +112.0% | -110.7% | -36.3% |
| 3Y | +9.7% | +22.5% | -12.8% | -15.7% |
| 5Y | +117.4% | +64.0% | +53.3% | +37.7% |
| 10Y | +435.5% | +170.4% | +265.1% | +134.6% |
| All | +726.4% | +283.6% | +442.7% | +102.9% |
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