+418.1%
FSLR vs VGT
+716.3%
-298.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.8% |
| 7D | -14.8% | +2.5% | -17.3% | -16.6% |
| 30D | -4.3% | -9.5% | +5.2% | +2.6% |
| 3M | -23.4% | -9.5% | -13.9% | -17.8% |
| 6M | -26.9% | -1.8% | -25.2% | -26.1% |
| YTD | -34.4% | +18.4% | -52.8% | -43.0% |
| 1Y | -33.2% | +18.7% | -51.9% | -42.1% |
| 3Y | +28.1% | +103.8% | -75.8% | -28.7% |
| 5Y | +54.5% | +104.4% | -49.8% | -15.1% |
| All | +418.1% | +716.3% | -298.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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