+726.4%
FSLR vs VGT
+2,043.0%
-1,316.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.8% |
| 7D | 0.0% | +1.0% | -1.0% | -1.1% |
| 30D | -13.7% | +1.3% | -15.0% | -15.0% |
| 3M | -35.1% | -1.1% | -33.9% | -34.1% |
| 6M | +3.6% | +32.6% | -29.0% | -23.1% |
| YTD | -21.7% | +29.0% | -50.7% | -40.8% |
| 1Y | +1.3% | +39.7% | -38.4% | -29.6% |
| 3Y | +9.7% | +120.9% | -111.2% | -55.7% |
| 5Y | +117.4% | +133.6% | -16.2% | -21.7% |
| 10Y | +435.5% | +792.6% | -357.1% | -69.3% |
| All | +726.4% | +2,043.0% | -1,316.6% | -86.2% |
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