+101.2%
FSLR vs VSXY
+93.0%
+8.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -14.8% | -1.7% | -13.1% | -14.6% |
| 30D | -4.3% | +20.1% | -24.4% | -6.5% |
| 3M | -23.4% | +16.6% | -40.0% | -25.2% |
| 6M | -26.9% | +134.9% | -161.9% | -35.5% |
| YTD | -34.4% | +96.0% | -130.4% | -41.3% |
| 1Y | -33.2% | +203.8% | -237.0% | -43.8% |
| 3Y | +28.1% | +465.3% | -437.3% | -5.4% |
| 5Y | +54.5% | +106.3% | -51.8% | +23.5% |
| All | +101.2% | +93.0% | +8.1% | +53.7% |
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