+33.2%
FSLR vs VCIT
+19.8%
+13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.1% |
| 7D | +10.7% | +0.5% | +10.2% | +9.4% |
| 30D | +8.9% | +2.1% | +6.8% | +3.2% |
| 3M | -17.3% | -1.6% | -15.8% | -13.9% |
| 6M | -10.8% | -1.6% | -9.2% | -6.6% |
| YTD | -25.1% | -1.5% | -23.6% | -21.7% |
| 1Y | -29.4% | -0.4% | -29.0% | -28.0% |
| All | +33.2% | +19.8% | +13.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling