-33.6%
FSLR vs VG
+35.0%
-68.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.5% |
| 7D | -2.6% | -7.7% | +5.0% | -3.0% |
| 30D | +1.8% | -8.8% | +10.6% | +1.4% |
| 3M | -24.4% | -15.6% | -8.8% | -24.8% |
| 6M | -17.7% | +5.2% | -22.9% | -18.1% |
| YTD | -30.7% | +76.9% | -107.6% | -40.3% |
| 1Y | -33.6% | +42.5% | -76.1% | -40.4% |
| All | -33.6% | +35.0% | -68.6% | -40.4% |
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