+1,112.0%
VST vs FSLR
+498.1%
+613.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +10.0% |
| 7D | -9.8% | +15.3% | -25.1% | -12.4% |
| 30D | -25.1% | +11.7% | -36.8% | -26.8% |
| 3M | -11.6% | -17.6% | +6.0% | -8.7% |
| 6M | -20.9% | -7.7% | -13.2% | -20.3% |
| YTD | -22.3% | -23.0% | +0.7% | -19.7% |
| 1Y | -32.0% | -26.0% | -6.0% | -29.3% |
| 3Y | +262.4% | +36.9% | +225.5% | +227.7% |
| 5Y | +563.4% | +72.9% | +490.4% | +451.0% |
| All | +1,112.0% | +498.1% | +613.9% | +693.8% |
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