-28.5%
VST vs FSLR
-29.8%
+1.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.7% | +12.0% | +8.6% |
| 7D | -0.5% | +5.3% | -5.8% | -2.3% |
| 30D | -17.1% | +7.8% | -24.8% | -19.1% |
| 3M | -4.6% | -23.4% | +18.8% | +2.1% |
| 6M | -9.1% | -12.9% | +3.8% | -6.9% |
| YTD | -16.6% | -26.7% | +10.0% | -10.8% |
| All | -28.5% | -29.8% | +1.4% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling