+68.4%
FSLR vs VCIT
+98.3%
-29.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -13.7% | -0.8% | -12.9% | -13.3% |
| 3M | -35.1% | -1.0% | -34.1% | -34.7% |
| 6M | +3.6% | -1.8% | +5.5% | +4.7% |
| YTD | -21.7% | -0.7% | -21.0% | -21.3% |
| 1Y | +1.3% | +1.0% | +0.3% | +1.1% |
| 3Y | +9.7% | +18.8% | -9.1% | +3.9% |
| 5Y | +117.4% | +3.5% | +113.9% | +100.3% |
| 10Y | +435.5% | +29.2% | +406.3% | +467.5% |
| All | +68.4% | +98.3% | -29.9% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling