+105.4%
FSLR vs VTV
+80.1%
+25.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.4% |
| 7D | +0.2% | -0.7% | +0.9% | +1.0% |
| 30D | -15.1% | -0.5% | -14.6% | -14.7% |
| 3M | -22.5% | +5.3% | -27.8% | -26.7% |
| 6M | +4.0% | +12.9% | -8.9% | -8.3% |
| YTD | -22.3% | +18.5% | -40.7% | -34.9% |
| 1Y | 0.0% | +25.3% | -25.3% | -20.9% |
| 3Y | +10.9% | +68.2% | -57.3% | -36.6% |
| 5Y | +105.4% | +80.6% | +24.7% | +11.7% |
| All | +105.4% | +80.1% | +25.2% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling