+61.2%
FSLR vs VCIT
+96.6%
-35.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +10.7% | +0.5% | +10.2% | +10.4% |
| 30D | +8.9% | +2.1% | +6.8% | +7.7% |
| 3M | -17.3% | -1.6% | -15.8% | -16.6% |
| 6M | -10.8% | -1.6% | -9.2% | -9.9% |
| YTD | -25.1% | -1.5% | -23.6% | -24.3% |
| 1Y | -29.4% | -0.4% | -29.0% | -29.1% |
| 3Y | +28.8% | +19.6% | +9.3% | +22.3% |
| 5Y | +68.3% | +3.3% | +65.0% | +56.0% |
| 10Y | +502.7% | +28.9% | +473.8% | +546.6% |
| All | +61.2% | +96.6% | -35.4% | +239.5% |
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