+444.2%
V vs FSLR
+519.9%
-75.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.3% |
| 7D | -0.8% | +5.3% | -6.0% | -1.3% |
| 30D | +9.5% | +7.8% | +1.8% | +8.7% |
| 3M | +16.7% | -23.4% | +40.0% | +19.3% |
| 6M | +32.9% | -12.9% | +45.8% | +33.4% |
| YTD | +21.1% | -26.7% | +47.7% | +22.9% |
| 1Y | +26.6% | -28.4% | +55.0% | +28.8% |
| 3Y | +78.4% | +44.6% | +33.8% | +57.4% |
| 5Y | +105.5% | +67.9% | +37.5% | +68.8% |
| 10Y | +444.2% | +496.9% | -52.7% | +234.5% |
| All | +444.2% | +519.9% | -75.6% | +234.5% |
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