+21.7%
VZ vs FSLR
-35.7%
+57.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.2% |
| 7D | +0.9% | -12.0% | +12.9% | +0.7% |
| 30D | +6.9% | -7.7% | +14.6% | +6.7% |
| 3M | +0.6% | -24.0% | +24.6% | +0.1% |
| 6M | +0.3% | -24.4% | +24.8% | -0.7% |
| YTD | +21.9% | -34.0% | +55.9% | +20.6% |
| 1Y | +21.7% | -35.6% | +57.3% | +20.3% |
| All | +21.7% | -35.7% | +57.4% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling