+20.2%
VZ vs FSLR
+70.5%
-50.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.0% |
| 7D | +2.1% | +15.3% | -13.2% | +2.0% |
| 30D | +1.4% | +11.7% | -10.3% | +1.2% |
| 3M | -1.3% | -17.6% | +16.4% | -1.1% |
| 6M | -0.5% | -7.7% | +7.2% | -0.6% |
| YTD | +19.6% | -23.0% | +42.6% | +19.7% |
| 1Y | +22.4% | -26.0% | +48.4% | +22.5% |
| 3Y | +55.9% | +36.9% | +19.0% | +52.6% |
| All | +20.2% | +70.5% | -50.3% | +14.3% |
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 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