+300.5%
VZ vs FSLR
+699.0%
-398.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +5.6% | +10.7% | -5.0% | +4.9% |
| 30D | +1.9% | +8.9% | -7.0% | +1.3% |
| 3M | +0.8% | -17.3% | +18.1% | +1.9% |
| 6M | +0.6% | -10.8% | +11.4% | +0.8% |
| YTD | +20.8% | -25.1% | +45.8% | +22.0% |
| 1Y | +23.9% | -29.4% | +53.4% | +25.6% |
| 3Y | +55.7% | +28.8% | +26.8% | +47.3% |
| 5Y | +21.5% | +68.3% | -46.8% | +10.3% |
| 10Y | +68.5% | +502.7% | -434.3% | +31.1% |
| All | +300.5% | +699.0% | -398.5% | +198.1% |
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