-32.6%
FSLR vs VG
+51.8%
-84.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.2% |
| 7D | -8.4% | +5.5% | -13.9% | -8.1% |
| 30D | -0.9% | -3.6% | +2.7% | -1.0% |
| 3M | -26.1% | -4.0% | -22.1% | -26.0% |
| 6M | -23.6% | +9.4% | -33.0% | -23.6% |
| YTD | -31.8% | +86.6% | -118.4% | -40.6% |
| 1Y | -32.6% | +69.5% | -102.1% | -41.3% |
| All | -32.6% | +51.8% | -84.3% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling