+65.5%
VZ vs FSLR
+519.9%
-454.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.0% |
| 7D | +2.2% | +5.3% | -3.0% | +2.1% |
| 30D | +10.6% | +7.8% | +2.8% | +10.3% |
| 3M | -0.6% | -23.4% | +22.8% | +0.1% |
| 6M | +0.7% | -12.9% | +13.6% | +0.8% |
| YTD | +20.6% | -26.7% | +47.3% | +21.2% |
| 1Y | +22.7% | -28.4% | +51.1% | +23.4% |
| 3Y | +57.2% | +44.6% | +12.7% | +51.3% |
| 5Y | +21.4% | +67.9% | -46.5% | +14.6% |
| 10Y | +65.5% | +496.9% | -431.4% | +36.7% |
| All | +65.5% | +519.9% | -454.4% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling