+96.9%
FSLR vs VWO
+34.0%
+62.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +4.1% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | -22.9% | +2.2% | -25.2% | -24.5% |
| 6M | +4.4% | +8.8% | -4.4% | -3.7% |
| YTD | -20.0% | +12.4% | -32.4% | -28.8% |
| 1Y | +2.8% | +15.6% | -12.8% | -10.9% |
| 3Y | +16.5% | +62.5% | -46.0% | -26.4% |
| All | +96.9% | +34.0% | +62.8% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling