+1,142.3%
VST vs FSLR
+464.2%
+678.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +10.9% | -8.4% | +19.4% | +12.7% |
| 30D | -15.6% | -0.9% | -14.7% | -15.7% |
| 3M | -7.8% | -26.1% | +18.3% | -2.9% |
| 6M | -12.0% | -23.6% | +11.7% | -8.2% |
| YTD | -16.9% | -31.8% | +14.9% | -12.2% |
| 1Y | -25.1% | -32.6% | +7.5% | -20.8% |
| 3Y | +297.1% | +33.0% | +264.1% | +262.0% |
| 5Y | +641.9% | +56.8% | +585.1% | +527.9% |
| 10Y | +1,142.3% | +455.6% | +686.7% | +724.8% |
| All | +1,142.3% | +464.2% | +678.1% | +724.8% |
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