-26.0%
FSLR vs VTEB
+0.4%
-26.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +3.5% |
| 7D | +10.3% | +0.9% | +9.4% | +7.9% |
| 30D | +10.4% | +3.7% | +6.8% | 0.0% |
| 3M | -20.2% | -0.8% | -19.3% | -14.0% |
| 6M | -8.0% | -0.9% | -7.1% | -0.5% |
| YTD | -25.5% | -0.1% | -25.4% | -23.2% |
| 1Y | -26.0% | +0.2% | -26.2% | -25.0% |
| All | -26.0% | +0.4% | -26.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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