+453.5%
FSLR vs VIG
+247.5%
+205.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.5% |
| 7D | -0.1% | -2.2% | +2.1% | +2.3% |
| 30D | -14.0% | -3.2% | -10.8% | -11.0% |
| 3M | -16.9% | +3.0% | -19.9% | -19.4% |
| 6M | +4.7% | +8.1% | -3.4% | -2.9% |
| YTD | -20.7% | +9.1% | -29.7% | -27.3% |
| 1Y | +1.7% | +12.6% | -10.9% | -9.6% |
| 3Y | +13.1% | +55.4% | -42.3% | -27.7% |
| 5Y | +108.4% | +62.8% | +45.6% | +27.3% |
| All | +453.5% | +247.5% | +205.9% | +36.6% |
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