+15.5%
FSLR vs VTEB
+8.2%
+7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +3.7% |
| 7D | -0.1% | -1.2% | +1.1% | +2.9% |
| 30D | -14.0% | -2.9% | -11.1% | -7.7% |
| 3M | -16.9% | -3.2% | -13.7% | -10.1% |
| 6M | +4.7% | -2.6% | +7.4% | +12.2% |
| YTD | -20.7% | -1.8% | -18.9% | -16.7% |
| 1Y | +1.7% | +0.2% | +1.4% | +2.0% |
| All | +15.5% | +8.2% | +7.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling