+123.5%
FSLR vs VIG
+63.6%
+59.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.2% |
| 7D | +6.8% | -0.4% | +7.2% | +7.3% |
| 30D | -14.7% | -2.1% | -12.6% | -12.7% |
| 3M | -22.6% | +3.3% | -25.9% | -25.2% |
| 6M | +12.7% | +9.3% | +3.4% | +2.8% |
| YTD | -18.4% | +10.1% | -28.5% | -26.3% |
| 1Y | +4.9% | +14.7% | -9.8% | -9.1% |
| 3Y | +16.4% | +56.9% | -40.5% | -28.2% |
| 5Y | +123.5% | +62.9% | +60.5% | +35.5% |
| All | +123.5% | +63.6% | +59.9% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling