+418.1%
FSLR vs VXUS
+146.4%
+271.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +2.1% | -16.9% | -17.0% |
| 30D | -4.3% | -1.1% | -3.2% | -3.3% |
| 3M | -23.4% | -5.6% | -17.8% | -18.3% |
| 6M | -26.9% | -2.3% | -24.7% | -24.4% |
| YTD | -34.4% | +10.4% | -44.7% | -41.2% |
| 1Y | -33.2% | +13.1% | -46.3% | -41.7% |
| 3Y | +28.1% | +68.0% | -39.9% | -27.2% |
| 5Y | +54.5% | +45.8% | +8.7% | +3.3% |
| All | +418.1% | +146.4% | +271.7% | +80.3% |
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