+458.5%
FSLR vs VTEB
+17.9%
+440.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +2.2% | -0.9% | +3.2% | +3.0% |
| 30D | -7.8% | -2.5% | -5.3% | -6.0% |
| 3M | -22.9% | -3.0% | -20.0% | -21.1% |
| 6M | +4.4% | -2.1% | +6.5% | +6.3% |
| YTD | -20.0% | -1.5% | -18.5% | -18.9% |
| 1Y | +2.8% | +0.2% | +2.6% | +3.0% |
| 3Y | +16.5% | +8.6% | +8.0% | +11.9% |
| 5Y | +110.3% | +1.2% | +109.1% | +105.2% |
| All | +458.5% | +17.9% | +440.6% | +491.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling