+1.3%
FSLR vs VWO
+23.1%
-21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -2.3% |
| 7D | 0.0% | +1.1% | -1.1% | -1.3% |
| 30D | -13.7% | +2.4% | -16.0% | -16.1% |
| 3M | -35.1% | +2.0% | -37.1% | -36.3% |
| 6M | +3.6% | +10.7% | -7.0% | -6.3% |
| YTD | -21.7% | +14.4% | -36.2% | -33.1% |
| 1Y | +1.3% | +22.7% | -21.4% | -15.5% |
| All | +1.3% | +23.1% | -21.8% | -15.5% |
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