+67.9%
FSLR vs VIG
+63.4%
+4.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.2% | -7.4% |
| 7D | +5.3% | +0.4% | +4.8% | +4.4% |
| 30D | +7.8% | +4.3% | +3.5% | +2.3% |
| 3M | -23.4% | +2.0% | -25.4% | -25.3% |
| 6M | -12.9% | +10.2% | -23.1% | -21.7% |
| YTD | -26.7% | +14.8% | -41.4% | -37.1% |
| 1Y | -28.4% | +17.5% | -45.9% | -40.0% |
| 3Y | +44.6% | +67.4% | -22.8% | -18.1% |
| 5Y | +67.9% | +63.4% | +4.6% | -2.5% |
| All | +67.9% | +63.4% | +4.5% | -2.5% |
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