+1,279.3%
VLO vs FSLR
+734.5%
+544.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | -13.7% | +36.3% | +26.1% |
| 3M | +43.8% | -35.1% | +78.9% | +55.6% |
| 6M | +65.7% | +3.6% | +62.1% | +61.1% |
| YTD | +131.1% | -21.7% | +152.8% | +136.3% |
| 1Y | +143.6% | +1.3% | +142.4% | +133.5% |
| 3Y | +201.4% | +9.7% | +191.7% | +162.4% |
| 5Y | +568.9% | +117.4% | +451.5% | +365.5% |
| 10Y | +891.8% | +435.5% | +456.3% | +399.9% |
| All | +1,279.3% | +734.5% | +544.8% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling