+36.4%
FSLR vs VXUS
+156.4%
-120.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +15.3% | -1.8% | +17.1% | +17.6% |
| 30D | +11.7% | -4.6% | +16.2% | +18.0% |
| 3M | -17.6% | -6.1% | -11.5% | -11.1% |
| 6M | -7.7% | -4.9% | -2.8% | -0.9% |
| YTD | -23.0% | +8.1% | -31.1% | -29.6% |
| 1Y | -26.0% | +12.1% | -38.1% | -35.2% |
| 3Y | +36.9% | +63.9% | -27.0% | -22.9% |
| 5Y | +72.9% | +43.1% | +29.8% | +14.2% |
| 10Y | +519.3% | +139.2% | +380.1% | +118.8% |
| All | +36.4% | +156.4% | -120.0% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling