+495.8%
FSLR vs VXUS
+135.4%
+360.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +15.3% | -1.8% | +17.1% | +17.5% |
| 30D | +11.7% | -4.6% | +16.2% | +17.7% |
| 3M | -17.6% | -6.1% | -11.5% | -11.4% |
| 6M | -7.7% | -4.9% | -2.8% | -1.3% |
| YTD | -23.0% | +8.1% | -31.1% | -29.1% |
| 1Y | -26.0% | +12.1% | -38.1% | -34.6% |
| 3Y | +36.9% | +63.9% | -27.0% | -19.7% |
| 5Y | +72.9% | +43.1% | +29.8% | +18.4% |
| All | +495.8% | +135.4% | +360.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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