+1,740.6%
VRT vs FSLR
+280.1%
+1,460.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +2.7% |
| 7D | -21.4% | +15.3% | -36.7% | -24.8% |
| 30D | -25.8% | +11.7% | -37.5% | -28.4% |
| 3M | -33.5% | -17.6% | -15.9% | -30.1% |
| 6M | -49.0% | -7.7% | -41.3% | -48.1% |
| YTD | +12.9% | -23.0% | +36.0% | +19.5% |
| 1Y | 0.0% | -26.0% | +26.1% | +7.2% |
| 3Y | +361.8% | +36.9% | +324.9% | +293.0% |
| 5Y | +565.1% | +72.9% | +492.2% | +382.5% |
| All | +1,740.6% | +280.1% | +1,460.5% | +786.3% |
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