+2,723.0%
VRT vs FSLR
+286.3%
+2,436.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -13.4% | -35.1% | +21.7% | -1.8% |
| 6M | +11.7% | +3.6% | +8.1% | +10.8% |
| YTD | +73.2% | -21.7% | +95.0% | +83.3% |
| 1Y | +123.4% | +1.3% | +122.1% | +120.1% |
| 3Y | +606.2% | +9.7% | +596.5% | +538.5% |
| 5Y | +899.9% | +117.4% | +782.5% | +585.5% |
| All | +2,723.0% | +286.3% | +2,436.7% | +1,259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling