+420.0%
VLO vs FSLR
+70.5%
+349.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | -13.3% | +15.3% | -28.6% | -14.0% |
| 30D | -18.3% | +11.7% | -30.0% | -18.9% |
| 3M | +14.3% | -17.6% | +32.0% | +15.6% |
| 6M | +47.6% | -7.7% | +55.4% | +47.4% |
| YTD | +116.0% | -23.0% | +139.0% | +118.1% |
| 1Y | +101.0% | -26.0% | +127.1% | +103.4% |
| 3Y | +199.0% | +36.9% | +162.2% | +173.7% |
| All | +420.0% | +70.5% | +349.5% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling