+454.3%
FSLR vs VUG
+408.5%
+45.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +6.8% | +0.9% | +6.0% | +6.0% |
| 30D | -14.7% | -1.4% | -13.3% | -13.6% |
| 3M | -22.6% | +2.3% | -24.9% | -23.8% |
| 6M | +12.7% | +15.7% | -3.0% | -0.1% |
| YTD | -18.4% | +8.6% | -27.0% | -23.9% |
| 1Y | +4.9% | +14.1% | -9.1% | -6.0% |
| 3Y | +16.4% | +87.9% | -71.5% | -33.9% |
| 5Y | +123.5% | +76.3% | +47.1% | +33.7% |
| 10Y | +454.3% | +409.7% | +44.7% | -2.0% |
| All | +454.3% | +408.5% | +45.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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