+148.5%
VLO vs FSLR
+3.4%
+145.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +3.5% |
| 7D | +5.8% | +6.8% | -1.0% | +6.1% |
| 30D | +28.3% | -14.7% | +43.1% | +27.4% |
| 3M | +48.7% | -22.6% | +71.3% | +47.8% |
| 6M | +71.9% | +12.7% | +59.2% | +72.9% |
| YTD | +138.7% | -18.4% | +157.0% | +140.7% |
| 1Y | +148.5% | +4.9% | +143.5% | +154.9% |
| All | +148.5% | +3.4% | +145.1% | +154.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling