+454.3%
FSLR vs VXUS
+145.9%
+308.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | +6.8% | +1.6% | +5.2% | +4.9% |
| 30D | -14.7% | +1.0% | -15.7% | -15.8% |
| 3M | -22.6% | +5.7% | -28.2% | -26.9% |
| 6M | +12.7% | +13.6% | -0.9% | -1.5% |
| YTD | -18.4% | +17.4% | -35.8% | -31.8% |
| 1Y | +4.9% | +25.1% | -20.1% | -18.2% |
| 3Y | +16.4% | +75.8% | -59.4% | -37.1% |
| 5Y | +123.5% | +55.4% | +68.1% | +39.1% |
| 10Y | +454.3% | +146.4% | +307.9% | +102.5% |
| All | +454.3% | +145.9% | +308.4% | +102.5% |
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