+596.4%
FSLR vs VGT
+1,900.8%
-1,304.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.7% |
| 7D | -12.0% | +5.6% | -17.6% | -17.2% |
| 30D | -7.7% | -10.6% | +2.9% | +2.5% |
| 3M | -24.0% | -6.9% | -17.1% | -19.3% |
| 6M | -24.4% | +0.9% | -25.4% | -25.9% |
| YTD | -34.0% | +20.4% | -54.5% | -47.1% |
| 1Y | -35.6% | +17.4% | -53.0% | -46.8% |
| 3Y | +28.7% | +106.3% | -77.6% | -44.7% |
| 5Y | +55.3% | +107.9% | -52.5% | -36.9% |
| 10Y | +437.4% | +730.9% | -293.5% | -67.2% |
| All | +596.4% | +1,900.8% | -1,304.4% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling