+16.4%
FSLR vs VTR
+131.6%
-115.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +6.8% | -2.4% | +9.2% | +7.0% |
| 30D | -14.7% | -3.7% | -11.0% | -14.5% |
| 3M | -22.6% | +13.5% | -36.1% | -24.5% |
| 6M | +12.7% | +7.2% | +5.5% | +10.9% |
| YTD | -18.4% | +17.6% | -35.9% | -21.5% |
| 1Y | +4.9% | +35.4% | -30.4% | -3.5% |
| 3Y | +16.4% | +132.8% | -116.4% | -28.8% |
| All | +16.4% | +131.6% | -115.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling