+762.0%
FSLR vs VTRS
+0.1%
+761.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.9% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -14.7% | +1.9% | -16.6% | -15.4% |
| 3M | -22.6% | +5.1% | -27.6% | -24.6% |
| 6M | +12.7% | +20.1% | -7.4% | +3.6% |
| YTD | -18.4% | +36.6% | -54.9% | -29.0% |
| 1Y | +4.9% | +64.1% | -59.2% | -15.7% |
| 3Y | +16.4% | +86.4% | -70.0% | -14.1% |
| 5Y | +123.5% | +40.9% | +82.6% | +73.5% |
| 10Y | +454.3% | -48.7% | +503.1% | +487.7% |
| All | +762.0% | +0.1% | +761.9% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling