+897.3%
VST vs FSLR
+408.2%
+489.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | -19.9% | +10.7% | -30.6% | -21.6% |
| 30D | -29.7% | +8.9% | -38.5% | -30.9% |
| 3M | -19.6% | -17.3% | -2.2% | -17.1% |
| 6M | -29.4% | -10.8% | -18.6% | -28.4% |
| YTD | -29.7% | -25.1% | -4.7% | -27.1% |
| 1Y | -40.0% | -29.4% | -10.6% | -37.2% |
| 3Y | +231.0% | +28.8% | +202.1% | +202.9% |
| 5Y | +500.1% | +68.3% | +431.7% | +403.4% |
| 10Y | +1,004.2% | +502.7% | +501.5% | +636.2% |
| All | +897.3% | +408.2% | +489.1% | +559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling