-28.4%
FSLR vs VT
+345.0%
-373.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +5.8% |
| 7D | +10.7% | -4.2% | +14.8% | +16.5% |
| 30D | +8.9% | -5.8% | +14.7% | +17.2% |
| 3M | -17.3% | -5.2% | -12.1% | -11.5% |
| 6M | -10.8% | +0.1% | -10.9% | -9.8% |
| YTD | -25.1% | +8.2% | -33.3% | -31.5% |
| 1Y | -29.4% | +10.1% | -39.6% | -36.7% |
| 3Y | +28.8% | +69.7% | -40.8% | -31.9% |
| 5Y | +68.3% | +53.4% | +14.9% | +0.9% |
| 10Y | +502.7% | +219.2% | +283.5% | +43.1% |
| All | -28.4% | +345.0% | -373.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling