+726.4%
FSLR vs VTR
+411.1%
+315.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -13.7% | -2.4% | -11.2% | -13.0% |
| 3M | -35.1% | +14.8% | -49.9% | -39.1% |
| 6M | +3.6% | +5.3% | -1.7% | +0.2% |
| YTD | -21.7% | +18.1% | -39.8% | -27.7% |
| 1Y | +1.3% | +36.7% | -35.4% | -11.9% |
| 3Y | +9.7% | +130.1% | -120.4% | -23.1% |
| 5Y | +117.4% | +89.5% | +27.9% | +60.4% |
| 10Y | +435.5% | +87.4% | +348.1% | +244.6% |
| All | +726.4% | +411.1% | +315.3% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling