+68.3%
FSLR vs VCIT
+3.7%
+64.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.3% |
| 7D | +10.7% | +0.5% | +10.2% | +9.8% |
| 30D | +8.9% | +2.1% | +6.8% | +5.2% |
| 3M | -17.3% | -1.6% | -15.8% | -15.1% |
| 6M | -10.8% | -1.6% | -9.2% | -8.0% |
| YTD | -25.1% | -1.5% | -23.6% | -22.8% |
| 1Y | -29.4% | -0.4% | -29.0% | -28.4% |
| 3Y | +28.8% | +19.6% | +9.3% | +2.6% |
| 5Y | +68.3% | +3.3% | +65.0% | +51.8% |
| All | +68.3% | +3.7% | +64.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling