+674.5%
FSLR vs VUG
+975.0%
-300.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -8.1% |
| 7D | +5.3% | +0.5% | +4.8% | +4.0% |
| 30D | +7.8% | -8.2% | +15.9% | +18.6% |
| 3M | -23.4% | -5.4% | -17.9% | -18.6% |
| 6M | -12.9% | -2.5% | -10.3% | -9.8% |
| YTD | -26.7% | +4.2% | -30.8% | -30.7% |
| 1Y | -28.4% | +5.0% | -33.4% | -33.0% |
| 3Y | +44.6% | +81.7% | -37.2% | -33.5% |
| 5Y | +67.9% | +62.5% | +5.4% | -14.7% |
| 10Y | +496.9% | +396.3% | +100.6% | -45.4% |
| All | +674.5% | +975.0% | -300.5% | -74.2% |
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