+105.4%
FSLR vs VSXY
+19.3%
+86.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -4.3% |
| 7D | +0.2% | -10.7% | +11.0% | +1.5% |
| 30D | -15.1% | -24.3% | +9.1% | -12.3% |
| 3M | -22.5% | +1.0% | -23.6% | -22.9% |
| 6M | +4.0% | +57.4% | -53.4% | -3.6% |
| YTD | -22.3% | +39.8% | -62.0% | -27.3% |
| 1Y | 0.0% | +196.5% | -196.5% | -15.7% |
| 3Y | +10.9% | +357.2% | -346.4% | -16.5% |
| 5Y | +105.4% | +18.9% | +86.5% | +71.4% |
| All | +105.4% | +19.3% | +86.1% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling