+713.0%
FSLR vs VUG
+946.0%
-233.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +1.6% |
| 7D | +15.3% | -3.4% | +18.7% | +19.7% |
| 30D | +11.7% | -11.1% | +22.8% | +28.2% |
| 3M | -17.6% | -7.2% | -10.4% | -10.1% |
| 6M | -7.7% | -4.1% | -3.6% | -2.3% |
| YTD | -23.0% | +1.4% | -24.4% | -24.6% |
| 1Y | -26.0% | +1.9% | -28.0% | -28.0% |
| 3Y | +36.9% | +77.7% | -40.9% | -35.2% |
| 5Y | +72.9% | +57.6% | +15.3% | -8.5% |
| 10Y | +519.3% | +398.6% | +120.7% | -44.2% |
| All | +713.0% | +946.0% | -233.0% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling