+376.8%
V vs FSLR
+464.5%
-87.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.1% |
| 7D | -1.1% | +6.8% | -7.9% | -1.7% |
| 30D | +1.9% | -14.7% | +16.6% | +3.4% |
| 3M | +15.5% | -22.6% | +38.1% | +18.0% |
| 6M | +16.6% | +12.7% | +3.9% | +14.0% |
| YTD | +5.7% | -18.4% | +24.1% | +6.5% |
| 1Y | +8.6% | +4.9% | +3.6% | +5.8% |
| 3Y | +52.5% | +16.4% | +36.1% | +40.0% |
| 5Y | +67.1% | +123.5% | -56.3% | +32.0% |
| 10Y | +376.8% | +454.3% | -77.5% | +194.1% |
| All | +376.8% | +464.5% | -87.7% | +194.1% |
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