+654.4%
VRT vs FSLR
+53.9%
+600.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +10.5% | -14.8% | +25.3% | +16.0% |
| 30D | -9.3% | -4.3% | -5.0% | -8.6% |
| 3M | -29.6% | -23.4% | -6.2% | -24.0% |
| 6M | -45.4% | -26.9% | -18.4% | -40.3% |
| YTD | +24.8% | -34.4% | +59.2% | +39.1% |
| 1Y | +23.6% | -33.2% | +56.8% | +37.1% |
| 3Y | +379.7% | +28.1% | +351.6% | +309.1% |
| All | +654.4% | +53.9% | +600.6% | +386.4% |
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