+143.2%
FSLR vs VSXY
+33.4%
+109.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.4% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -14.0% | -22.1% | +8.1% | -11.5% |
| 3M | -16.9% | -1.1% | -15.7% | -17.1% |
| 6M | +4.7% | +53.8% | -49.1% | -2.6% |
| YTD | -20.7% | +35.5% | -56.2% | -25.5% |
| 1Y | +1.7% | +186.0% | -184.4% | -13.8% |
| 3Y | +13.1% | +343.2% | -330.1% | -14.1% |
| 5Y | +108.4% | +19.0% | +89.4% | +77.8% |
| All | +143.2% | +33.4% | +109.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling