+455.6%
FSLR vs VIG
+264.3%
+191.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.4% |
| 7D | -8.4% | -0.3% | -8.1% | -8.4% |
| 30D | -0.9% | +4.9% | -5.8% | -6.1% |
| 3M | -26.1% | +2.9% | -29.0% | -28.4% |
| 6M | -23.6% | +11.2% | -34.9% | -31.6% |
| YTD | -31.8% | +16.0% | -47.8% | -41.5% |
| 1Y | -32.6% | +17.0% | -49.5% | -42.5% |
| 3Y | +33.0% | +66.9% | -33.9% | -21.3% |
| 5Y | +56.8% | +65.8% | -9.0% | -6.3% |
| 10Y | +455.6% | +263.6% | +191.9% | +20.7% |
| All | +455.6% | +264.3% | +191.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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