-35.6%
FSLR vs VIG
+16.6%
-52.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | -12.0% | +3.1% | -15.1% | -15.8% |
| 30D | -7.7% | +5.0% | -12.7% | -15.5% |
| 3M | -24.0% | +2.7% | -26.7% | -27.7% |
| 6M | -24.4% | +11.0% | -35.4% | -36.2% |
| YTD | -34.0% | +16.0% | -50.0% | -49.4% |
| 1Y | -35.6% | +16.3% | -51.9% | -50.5% |
| All | -35.6% | +16.6% | -52.2% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling