+635.3%
VST vs FSLR
+60.7%
+574.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.8% |
| 7D | -6.0% | -2.6% | -3.4% | -5.7% |
| 30D | -18.8% | +1.8% | -20.5% | -19.3% |
| 3M | -8.0% | -24.4% | +16.3% | -2.7% |
| 6M | -10.9% | -17.7% | +6.8% | -7.9% |
| YTD | -18.3% | -30.7% | +12.4% | -13.2% |
| 1Y | -29.9% | -33.6% | +3.7% | -24.9% |
| 3Y | +290.3% | +35.1% | +255.2% | +249.4% |
| 5Y | +635.3% | +63.1% | +572.2% | +449.1% |
| All | +635.3% | +60.7% | +574.6% | +449.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling