+458.5%
FSLR vs VTR
+99.2%
+359.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | -7.8% | +1.1% | -8.9% | -8.1% |
| 3M | -22.9% | +7.9% | -30.8% | -24.8% |
| 6M | +4.4% | +6.2% | -1.8% | +1.8% |
| YTD | -20.0% | +17.7% | -37.7% | -24.2% |
| 1Y | +2.8% | +32.9% | -30.1% | -6.1% |
| 3Y | +16.5% | +129.7% | -113.1% | -9.8% |
| 5Y | +110.3% | +89.3% | +21.0% | +69.3% |
| All | +458.5% | +99.2% | +359.3% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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