+720.9%
FSLR vs VTRS
-0.6%
+721.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.5% |
| 7D | +0.2% | -3.5% | +3.7% | +1.6% |
| 30D | -15.1% | +2.1% | -17.2% | -15.9% |
| 3M | -22.5% | +2.6% | -25.2% | -23.8% |
| 6M | +4.0% | +17.8% | -13.8% | -3.7% |
| YTD | -22.3% | +35.7% | -57.9% | -32.2% |
| 1Y | 0.0% | +63.5% | -63.5% | -19.6% |
| 3Y | +10.9% | +85.1% | -74.3% | -18.0% |
| 5Y | +105.4% | +42.5% | +62.9% | +58.7% |
| 10Y | +447.0% | -48.2% | +495.2% | +475.9% |
| All | +720.9% | -0.6% | +721.5% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded VTRS 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling