+322.5%
VOO vs FSLR
+431.1%
-108.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.2% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -1.4% | -15.1% | +13.8% | +0.7% |
| 3M | +3.7% | -22.5% | +26.3% | +7.0% |
| 6M | +13.0% | +4.0% | +9.1% | +11.6% |
| YTD | +12.4% | -22.3% | +34.7% | +14.8% |
| 1Y | +18.6% | 0.0% | +18.6% | +16.4% |
| 3Y | +78.1% | +10.9% | +67.2% | +63.9% |
| 5Y | +82.3% | +105.4% | -23.1% | +44.9% |
| 10Y | +322.5% | +447.0% | -124.5% | +169.6% |
| All | +322.5% | +431.1% | -108.6% | +169.6% |
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