+274.5%
FSLR vs VEEV
+693.5%
-419.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -14.8% | -0.7% | -14.1% | -14.6% |
| 30D | -4.3% | +1.4% | -5.7% | -4.8% |
| 3M | -23.4% | +19.4% | -42.7% | -27.7% |
| 6M | -26.9% | +93.6% | -120.6% | -41.0% |
| YTD | -34.4% | +35.1% | -69.5% | -41.6% |
| 1Y | -33.2% | +3.4% | -36.6% | -35.5% |
| 3Y | +28.1% | +81.4% | -53.3% | +1.1% |
| 5Y | +54.5% | -5.1% | +59.6% | +43.5% |
| 10Y | +434.6% | +661.2% | -226.7% | +167.1% |
| All | +274.5% | +693.5% | -419.0% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling