+55.3%
FSLR vs VGT
+109.7%
-54.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | -12.0% | +5.6% | -17.6% | -15.6% |
| 30D | -7.7% | -10.6% | +2.9% | -0.3% |
| 3M | -24.0% | -6.9% | -17.1% | -20.5% |
| 6M | -24.4% | +0.9% | -25.4% | -25.0% |
| YTD | -34.0% | +20.4% | -54.5% | -42.7% |
| 1Y | -35.6% | +17.4% | -53.0% | -42.9% |
| 3Y | +28.7% | +106.3% | -77.6% | -25.1% |
| 5Y | +55.3% | +107.9% | -52.5% | -8.9% |
| All | +55.3% | +109.7% | -54.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling