+373.4%
VST vs FSLR
+11.2%
+362.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.9% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -13.7% | +19.9% | +10.0% |
| 3M | -2.7% | -35.1% | +32.4% | +7.7% |
| 6M | -8.4% | +3.6% | -12.0% | -9.8% |
| YTD | -7.2% | -21.7% | +14.5% | -3.1% |
| 1Y | -20.9% | +1.3% | -22.2% | -22.6% |
| All | +373.4% | +11.2% | +362.2% | +342.3% |
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