+1,855.0%
VRT vs FSLR
+242.0%
+1,613.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.5% |
| 7D | -17.7% | -2.6% | -15.0% | -17.4% |
| 30D | -20.0% | +1.8% | -21.8% | -20.8% |
| 3M | -28.1% | -24.4% | -3.7% | -22.6% |
| 6M | -42.8% | -17.7% | -25.1% | -40.0% |
| YTD | +20.0% | -30.7% | +50.7% | +30.7% |
| 1Y | +3.5% | -33.6% | +37.1% | +14.2% |
| 3Y | +366.1% | +35.1% | +331.0% | +298.6% |
| 5Y | +632.2% | +63.1% | +569.1% | +440.7% |
| All | +1,855.0% | +242.0% | +1,613.0% | +869.3% |
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