+810.9%
VOO vs FSLR
+23.1%
+787.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +2.6% | -14.8% | +17.4% | +4.5% |
| 30D | -2.0% | -4.3% | +2.3% | -1.6% |
| 3M | -2.8% | -23.4% | +20.6% | +0.1% |
| 6M | +2.2% | -26.9% | +29.1% | +5.3% |
| YTD | +11.5% | -34.4% | +45.9% | +15.6% |
| 1Y | +13.5% | -33.2% | +46.7% | +17.3% |
| 3Y | +78.1% | +28.1% | +50.0% | +62.8% |
| 5Y | +73.1% | +54.5% | +18.6% | +49.8% |
| 10Y | +310.7% | +434.6% | -123.9% | +191.2% |
| All | +810.9% | +23.1% | +787.8% | +667.8% |
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