+28.1%
FSLR vs VXUS
+69.0%
-40.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +2.1% | -16.9% | -17.2% |
| 30D | -4.3% | -1.1% | -3.2% | -3.2% |
| 3M | -23.4% | -5.6% | -17.8% | -17.5% |
| 6M | -26.9% | -2.3% | -24.7% | -24.1% |
| YTD | -34.4% | +10.4% | -44.7% | -42.3% |
| 1Y | -33.2% | +13.1% | -46.3% | -43.1% |
| 3Y | +28.1% | +68.0% | -39.9% | -46.0% |
| All | +28.1% | +69.0% | -40.9% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling