+1,216.9%
VST vs FSLR
+430.8%
+786.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.8% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -13.7% | +19.9% | +9.0% |
| 3M | -2.7% | -35.1% | +32.4% | +4.9% |
| 6M | -8.4% | +3.6% | -12.0% | -9.3% |
| YTD | -7.2% | -21.7% | +14.5% | -4.1% |
| 1Y | -20.9% | +1.3% | -22.2% | -22.0% |
| 3Y | +384.0% | +9.7% | +374.3% | +353.3% |
| 5Y | +757.1% | +117.4% | +639.7% | +594.3% |
| All | +1,216.9% | +430.8% | +786.1% | +766.8% |
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