+495.8%
FSLR vs VT
+215.5%
+280.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | +15.3% | -2.3% | +17.7% | +18.3% |
| 30D | +11.7% | -5.0% | +16.6% | +18.4% |
| 3M | -17.6% | -4.9% | -12.7% | -12.5% |
| 6M | -7.7% | -1.5% | -6.2% | -4.8% |
| YTD | -23.0% | +8.5% | -31.5% | -29.2% |
| 1Y | -26.0% | +11.4% | -37.4% | -33.9% |
| 3Y | +36.9% | +70.1% | -33.2% | -23.5% |
| 5Y | +72.9% | +53.7% | +19.2% | +9.1% |
| All | +495.8% | +215.5% | +280.3% | +43.3% |
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