-32.0%
VST vs FSLR
-27.8%
-4.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +9.8% |
| 7D | -9.8% | +15.3% | -25.1% | -13.6% |
| 30D | -25.1% | +11.7% | -36.8% | -27.5% |
| 3M | -11.6% | -17.6% | +6.0% | -7.3% |
| 6M | -20.9% | -7.7% | -13.2% | -20.1% |
| YTD | -22.3% | -23.0% | +0.7% | -18.0% |
| 1Y | -32.0% | -26.0% | -6.0% | -27.7% |
| All | -32.0% | -27.8% | -4.3% | -27.7% |
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