-26.0%
FSLR vs VWO
+5.9%
-31.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +2.5% |
| 7D | +10.3% | -1.3% | +11.6% | +12.1% |
| 30D | +10.4% | -7.1% | +17.6% | +21.0% |
| 3M | -20.2% | -6.1% | -14.1% | -13.7% |
| 6M | -8.0% | -3.9% | -4.1% | -2.5% |
| YTD | -25.5% | +5.0% | -30.6% | -33.0% |
| 1Y | -26.0% | +6.0% | -31.9% | -34.8% |
| All | -26.0% | +5.9% | -31.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling