+105.4%
FSLR vs VTR
+88.4%
+16.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.7% |
| 7D | +0.2% | -2.9% | +3.2% | +0.8% |
| 30D | -15.1% | -2.8% | -12.3% | -14.7% |
| 3M | -22.5% | +9.0% | -31.6% | -24.6% |
| 6M | +4.0% | +5.0% | -1.0% | +1.9% |
| YTD | -22.3% | +16.9% | -39.2% | -26.2% |
| 1Y | 0.0% | +34.3% | -34.3% | -9.3% |
| 3Y | +10.9% | +131.6% | -120.7% | -19.4% |
| 5Y | +105.4% | +88.0% | +17.4% | +58.6% |
| All | +105.4% | +88.4% | +16.9% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling