+619.9%
FSLR vs VIG
+604.6%
+15.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.6% |
| 7D | -8.4% | -0.3% | -8.1% | -8.5% |
| 30D | -0.9% | +4.9% | -5.8% | -7.7% |
| 3M | -26.1% | +2.9% | -29.0% | -29.2% |
| 6M | -23.6% | +11.2% | -34.9% | -33.9% |
| YTD | -31.8% | +16.0% | -47.8% | -44.4% |
| 1Y | -32.6% | +17.0% | -49.5% | -45.4% |
| 3Y | +33.0% | +66.9% | -33.9% | -34.2% |
| 5Y | +56.8% | +65.8% | -9.0% | -22.4% |
| 10Y | +455.6% | +263.6% | +191.9% | -19.4% |
| All | +619.9% | +604.6% | +15.3% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling