+592.8%
FSLR vs VTR
+406.5%
+186.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -14.8% | +0.2% | -15.0% | -14.9% |
| 30D | -4.3% | +5.5% | -9.8% | -6.3% |
| 3M | -23.4% | -0.9% | -22.5% | -23.4% |
| 6M | -26.9% | -0.4% | -26.5% | -28.1% |
| YTD | -34.4% | +17.0% | -51.4% | -39.4% |
| 1Y | -33.2% | +18.0% | -51.2% | -38.5% |
| 3Y | +28.1% | +127.4% | -99.3% | -10.1% |
| 5Y | +54.5% | +92.3% | -37.7% | +13.3% |
| 10Y | +434.6% | +129.6% | +305.0% | +212.9% |
| All | +592.8% | +406.5% | +186.3% | +152.2% |
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