+2.8%
FSLR vs VNQ
+7.2%
-4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | -7.8% | -2.6% | -5.2% | -7.6% |
| 3M | -22.9% | -2.0% | -20.9% | -23.0% |
| 6M | +4.4% | +4.3% | +0.1% | +1.1% |
| YTD | -20.0% | +9.2% | -29.2% | -24.1% |
| 1Y | +2.8% | +5.6% | -2.8% | -5.1% |
| All | +2.8% | +7.2% | -4.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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