+905.2%
VRT vs FSLR
+117.9%
+787.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.8% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +0.9% | -13.7% | +14.6% | +5.4% |
| 3M | -13.4% | -35.1% | +21.7% | -1.1% |
| 6M | +11.7% | +3.6% | +8.1% | +10.7% |
| YTD | +73.2% | -21.7% | +95.0% | +83.7% |
| 1Y | +123.4% | +1.3% | +122.1% | +119.9% |
| 3Y | +606.2% | +9.7% | +596.5% | +535.3% |
| All | +905.2% | +117.9% | +787.3% | +503.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling