+726.4%
FSLR vs VTV
+469.7%
+256.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -13.7% | +1.1% | -14.8% | -14.8% |
| 3M | -35.1% | +5.9% | -41.0% | -39.2% |
| 6M | +3.6% | +11.6% | -8.0% | -8.7% |
| YTD | -21.7% | +19.8% | -41.6% | -36.9% |
| 1Y | +1.3% | +26.2% | -25.0% | -23.3% |
| 3Y | +9.7% | +68.5% | -58.8% | -41.6% |
| 5Y | +117.4% | +79.9% | +37.5% | +5.9% |
| 10Y | +435.5% | +229.7% | +205.8% | +14.8% |
| All | +726.4% | +469.7% | +256.7% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling