+312.2%
VOO vs FSLR
+432.1%
-119.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.1% |
| 7D | +3.3% | -12.0% | +15.3% | +5.0% |
| 30D | -2.7% | -7.7% | +5.0% | -1.8% |
| 3M | -1.7% | -24.0% | +22.3% | +1.6% |
| 6M | +3.1% | -24.4% | +27.6% | +6.1% |
| YTD | +11.9% | -34.0% | +46.0% | +16.5% |
| 1Y | +12.1% | -35.6% | +47.7% | +16.9% |
| 3Y | +78.6% | +28.7% | +49.9% | +59.4% |
| 5Y | +73.8% | +55.3% | +18.5% | +43.2% |
| All | +312.2% | +432.1% | -119.9% | +165.0% |
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 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