+719.3%
VLO vs FSLR
+550.7%
+168.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.8% |
| 7D | -13.3% | +15.3% | -28.6% | -15.2% |
| 30D | -18.3% | +11.7% | -30.0% | -19.8% |
| 3M | +14.3% | -17.6% | +32.0% | +17.0% |
| 6M | +47.6% | -7.7% | +55.4% | +47.0% |
| YTD | +116.0% | -23.0% | +139.0% | +119.4% |
| 1Y | +101.0% | -26.0% | +127.1% | +105.1% |
| 3Y | +199.0% | +36.9% | +162.2% | +152.8% |
| 5Y | +419.0% | +72.9% | +346.1% | +293.2% |
| All | +719.3% | +550.7% | +168.6% | +298.7% |
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