+420.9%
FSLR vs VEEV
+659.1%
-238.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -12.0% | -2.5% | -9.5% | -11.3% |
| 30D | -7.7% | +0.3% | -7.9% | -7.9% |
| 3M | -24.0% | +25.2% | -49.2% | -29.7% |
| 6M | -24.4% | +89.7% | -114.1% | -39.3% |
| YTD | -34.0% | +35.5% | -69.5% | -41.6% |
| 1Y | -35.6% | +1.8% | -37.4% | -37.4% |
| 3Y | +28.7% | +83.2% | -54.5% | -0.8% |
| 5Y | +55.3% | -4.8% | +60.1% | +44.2% |
| All | +420.9% | +659.1% | -238.2% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling