+21.2%
VZ vs FSLR
+60.7%
-39.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.1% | +0.6% |
| 7D | +2.4% | -2.6% | +5.0% | +2.4% |
| 30D | +11.2% | +1.8% | +9.4% | +11.1% |
| 3M | 0.0% | -24.4% | +24.4% | +0.3% |
| 6M | +1.3% | -17.7% | +19.0% | +1.3% |
| YTD | +21.3% | -30.7% | +52.0% | +21.5% |
| 1Y | +23.9% | -33.6% | +57.6% | +24.2% |
| 3Y | +57.7% | +35.1% | +22.5% | +54.0% |
| 5Y | +21.2% | +63.1% | -41.9% | +15.7% |
| All | +21.2% | +60.7% | -39.5% | +15.7% |
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 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