+762.0%
FSLR vs VWO
+188.9%
+573.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +6.8% | +0.9% | +5.9% | +5.9% |
| 30D | -14.7% | +1.3% | -16.0% | -15.8% |
| 3M | -22.6% | +5.1% | -27.7% | -25.9% |
| 6M | +12.7% | +12.5% | +0.2% | +1.1% |
| YTD | -18.4% | +14.0% | -32.4% | -27.9% |
| 1Y | +4.9% | +19.7% | -14.8% | -11.4% |
| 3Y | +16.4% | +66.8% | -50.4% | -27.7% |
| 5Y | +123.5% | +36.2% | +87.3% | +67.3% |
| 10Y | +454.3% | +111.0% | +343.3% | +170.0% |
| All | +762.0% | +188.9% | +573.1% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling