+67.9%
FSLR vs VCIT
+3.2%
+64.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | +5.3% | +0.7% | +4.5% | +4.0% |
| 30D | +7.8% | +1.8% | +6.0% | +4.6% |
| 3M | -23.4% | -1.6% | -21.8% | -21.3% |
| 6M | -12.9% | -2.1% | -10.8% | -9.5% |
| YTD | -26.7% | -1.6% | -25.1% | -24.4% |
| 1Y | -28.4% | -0.8% | -27.6% | -26.9% |
| 3Y | +44.6% | +19.9% | +24.6% | +14.7% |
| 5Y | +67.9% | +3.3% | +64.6% | +51.9% |
| All | +67.9% | +3.2% | +64.7% | +51.9% |
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