+227.8%
VST vs FSLR
+28.8%
+199.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | -19.9% | +10.7% | -30.6% | -22.2% |
| 30D | -29.7% | +8.9% | -38.5% | -31.3% |
| 3M | -19.6% | -17.3% | -2.2% | -16.1% |
| 6M | -29.4% | -10.8% | -18.6% | -28.2% |
| YTD | -29.7% | -25.1% | -4.7% | -26.1% |
| 1Y | -40.0% | -29.4% | -10.6% | -36.1% |
| All | +227.8% | +28.8% | +199.0% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling