+479.9%
FSLR vs VT
+214.8%
+265.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +5.4% |
| 7D | +10.7% | -4.2% | +14.8% | +16.1% |
| 30D | +8.9% | -5.8% | +14.7% | +16.7% |
| 3M | -17.3% | -5.2% | -12.1% | -11.8% |
| 6M | -10.8% | +0.1% | -10.9% | -9.8% |
| YTD | -25.1% | +8.2% | -33.3% | -30.9% |
| 1Y | -29.4% | +10.1% | -39.6% | -36.1% |
| 3Y | +28.8% | +69.7% | -40.8% | -27.8% |
| 5Y | +68.3% | +53.4% | +14.9% | +6.5% |
| All | +479.9% | +214.8% | +265.1% | +39.8% |
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