+1,205.2%
VST vs FSLR
+519.9%
+685.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.7% | +12.0% | +8.2% |
| 7D | -0.5% | +5.3% | -5.8% | -1.7% |
| 30D | -17.1% | +7.8% | -24.8% | -18.4% |
| 3M | -4.6% | -23.4% | +18.8% | -0.2% |
| 6M | -9.1% | -12.9% | +3.8% | -7.4% |
| YTD | -16.6% | -26.7% | +10.0% | -13.1% |
| 1Y | -29.5% | -28.4% | -1.1% | -26.2% |
| 3Y | +297.5% | +44.6% | +253.0% | +257.0% |
| 5Y | +654.5% | +67.9% | +586.6% | +530.3% |
| 10Y | +1,205.2% | +496.9% | +708.3% | +756.4% |
| All | +1,205.2% | +519.9% | +685.3% | +756.4% |
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 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