+313.7%
VOO vs FSLR
+464.2%
-150.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -0.9% | -8.4% | +7.5% | +0.2% |
| 30D | -2.3% | -0.9% | -1.5% | -2.4% |
| 3M | -1.2% | -26.1% | +24.9% | +2.5% |
| 6M | +3.3% | -23.6% | +27.0% | +6.2% |
| YTD | +12.3% | -31.8% | +44.1% | +16.4% |
| 1Y | +12.5% | -32.6% | +45.1% | +16.6% |
| 3Y | +79.2% | +33.0% | +46.2% | +59.2% |
| 5Y | +75.7% | +56.8% | +18.9% | +44.8% |
| 10Y | +313.7% | +455.6% | -141.9% | +164.5% |
| All | +313.7% | +464.2% | -150.5% | +164.5% |
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