+453.5%
FSLR vs VTV
+232.1%
+221.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.7% |
| 7D | -0.1% | -2.1% | +1.9% | +1.9% |
| 30D | -14.0% | -1.3% | -12.7% | -12.9% |
| 3M | -16.9% | +5.6% | -22.5% | -21.2% |
| 6M | +4.7% | +12.4% | -7.7% | -6.0% |
| YTD | -20.7% | +17.6% | -38.3% | -32.0% |
| 1Y | +1.7% | +23.5% | -21.8% | -16.7% |
| 3Y | +13.1% | +67.0% | -53.9% | -30.6% |
| 5Y | +108.4% | +80.5% | +27.9% | +19.2% |
| All | +453.5% | +232.1% | +221.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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