+476.5%
V vs FSLR
+432.1%
+44.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.2% |
| 7D | -0.4% | -12.0% | +11.6% | +0.8% |
| 30D | +6.3% | -7.7% | +14.0% | +7.0% |
| 3M | +17.2% | -24.0% | +41.2% | +19.9% |
| 6M | +29.2% | -24.4% | +53.7% | +31.4% |
| YTD | +20.8% | -34.0% | +54.8% | +23.8% |
| 1Y | +25.0% | -35.6% | +60.6% | +28.4% |
| 3Y | +75.3% | +28.7% | +46.6% | +56.3% |
| 5Y | +105.8% | +55.3% | +50.5% | +69.8% |
| All | +476.5% | +432.1% | +44.4% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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