+720.9%
FSLR vs VNQ
+187.4%
+533.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | -15.1% | -2.2% | -12.9% | -14.0% |
| 3M | -22.5% | -1.9% | -20.6% | -21.9% |
| 6M | +4.0% | +3.2% | +0.7% | +1.2% |
| YTD | -22.3% | +9.4% | -31.6% | -27.2% |
| 1Y | 0.0% | +7.5% | -7.5% | -5.3% |
| 3Y | +10.9% | +31.1% | -20.2% | -7.8% |
| 5Y | +105.4% | +6.6% | +98.8% | +93.7% |
| 10Y | +447.0% | +63.9% | +383.1% | +284.1% |
| All | +720.9% | +187.4% | +533.6% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling