+778.9%
VLO vs FSLR
+432.1%
+346.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.6% |
| 7D | +6.8% | -12.0% | +18.7% | +8.6% |
| 30D | -17.9% | -7.7% | -10.2% | -17.2% |
| 3M | +13.5% | -24.0% | +37.6% | +17.5% |
| 6M | +53.0% | -24.4% | +77.5% | +56.8% |
| YTD | +133.7% | -34.0% | +167.8% | +142.7% |
| 1Y | +115.7% | -35.6% | +151.3% | +124.3% |
| 3Y | +231.9% | +28.7% | +203.3% | +181.0% |
| 5Y | +471.6% | +55.3% | +416.2% | +336.7% |
| All | +778.9% | +432.1% | +346.8% | +339.8% |
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