+108.4%
FSLR vs VTRS
+40.7%
+67.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -0.1% | -3.3% | +3.2% | +0.4% |
| 30D | -14.0% | +1.4% | -15.4% | -14.2% |
| 3M | -16.9% | +4.6% | -21.5% | -17.8% |
| 6M | +4.7% | +18.1% | -13.3% | +1.0% |
| YTD | -20.7% | +34.7% | -55.4% | -25.2% |
| 1Y | +1.7% | +65.6% | -64.0% | -7.7% |
| 3Y | +13.1% | +83.8% | -70.7% | -0.5% |
| 5Y | +108.4% | +46.5% | +61.9% | +79.5% |
| All | +108.4% | +40.7% | +67.7% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling