-26.0%
FSLR vs VT
+10.5%
-36.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.4% |
| 7D | +15.3% | -2.3% | +17.7% | +19.0% |
| 30D | +11.7% | -5.0% | +16.6% | +20.7% |
| 3M | -17.6% | -4.9% | -12.7% | -10.9% |
| 6M | -7.7% | -1.5% | -6.2% | -4.2% |
| YTD | -23.0% | +8.5% | -31.5% | -31.0% |
| 1Y | -26.0% | +11.4% | -37.4% | -36.8% |
| All | -26.0% | +10.5% | -36.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling