+592.8%
FSLR vs VTV
+480.0%
+112.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | -14.8% | +2.9% | -17.7% | -17.9% |
| 30D | -4.3% | +3.8% | -8.1% | -8.9% |
| 3M | -23.4% | +1.6% | -24.9% | -25.0% |
| 6M | -26.9% | +11.2% | -38.1% | -35.7% |
| YTD | -34.4% | +22.0% | -56.4% | -48.4% |
| 1Y | -33.2% | +24.9% | -58.1% | -48.9% |
| 3Y | +28.1% | +78.5% | -50.4% | -36.8% |
| 5Y | +54.5% | +77.8% | -23.3% | -23.7% |
| 10Y | +434.6% | +231.1% | +203.5% | +13.9% |
| All | +592.8% | +480.0% | +112.8% | -14.8% |
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 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