+458.5%
FSLR vs VWO
+117.1%
+341.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +4.0% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | -22.9% | +2.2% | -25.2% | -24.4% |
| 6M | +4.4% | +8.8% | -4.4% | -3.3% |
| YTD | -20.0% | +12.4% | -32.4% | -28.4% |
| 1Y | +2.8% | +15.6% | -12.8% | -10.3% |
| 3Y | +16.5% | +62.5% | -46.0% | -25.6% |
| 5Y | +110.3% | +34.3% | +76.0% | +60.2% |
| All | +458.5% | +117.1% | +341.4% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling