+458.5%
FSLR vs VTRS
-48.4%
+506.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | -7.8% | +3.3% | -11.1% | -8.5% |
| 3M | -22.9% | +2.0% | -24.9% | -23.6% |
| 6M | +4.4% | +19.9% | -15.6% | -0.7% |
| YTD | -20.0% | +35.7% | -55.7% | -26.2% |
| 1Y | +2.8% | +68.1% | -65.3% | -10.2% |
| 3Y | +16.5% | +87.1% | -70.5% | -2.5% |
| 5Y | +110.3% | +47.6% | +62.6% | +79.9% |
| All | +458.5% | -48.4% | +506.8% | +488.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling