+900.2%
VLO vs FSLR
+464.5%
+435.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +2.6% |
| 7D | +5.8% | +6.8% | -1.0% | +4.7% |
| 30D | +28.3% | -14.7% | +43.1% | +31.3% |
| 3M | +48.7% | -22.6% | +71.3% | +53.7% |
| 6M | +71.9% | +12.7% | +59.2% | +66.0% |
| YTD | +138.7% | -18.4% | +157.0% | +141.5% |
| 1Y | +148.5% | +4.9% | +143.5% | +139.0% |
| 3Y | +192.7% | +16.4% | +176.3% | +158.2% |
| 5Y | +601.6% | +123.5% | +478.2% | +404.6% |
| 10Y | +900.2% | +454.3% | +445.9% | +407.1% |
| All | +900.2% | +464.5% | +435.7% | +407.1% |
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