+2,826.7%
VRT vs FSLR
+303.0%
+2,523.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.4% |
| 7D | +13.6% | +6.8% | +6.8% | +11.4% |
| 30D | +6.8% | -14.7% | +21.5% | +11.7% |
| 3M | -3.2% | -22.6% | +19.3% | +4.3% |
| 6M | +20.3% | +12.7% | +7.6% | +16.6% |
| YTD | +79.6% | -18.4% | +98.0% | +87.7% |
| 1Y | +139.0% | +4.9% | +134.1% | +133.0% |
| 3Y | +644.6% | +16.4% | +628.2% | +562.0% |
| 5Y | +1,024.4% | +123.5% | +900.9% | +664.3% |
| All | +2,826.7% | +303.0% | +2,523.7% | +1,292.1% |
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