+466.4%
FSLR vs VT
+217.6%
+248.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -5.0% |
| 7D | -2.6% | -0.1% | -2.5% | -2.9% |
| 30D | +1.8% | -3.1% | +4.8% | +5.3% |
| 3M | -24.4% | -3.5% | -20.9% | -21.2% |
| 6M | -17.7% | +0.5% | -18.2% | -17.3% |
| YTD | -30.7% | +10.8% | -41.5% | -38.0% |
| 1Y | -33.6% | +11.9% | -45.5% | -41.1% |
| 3Y | +35.1% | +73.0% | -37.8% | -26.2% |
| 5Y | +63.1% | +58.6% | +4.4% | -1.0% |
| 10Y | +466.4% | +219.2% | +247.3% | +29.9% |
| All | +466.4% | +217.6% | +248.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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