+38.6%
FSLR vs VXUS
+179.6%
-141.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -2.0% |
| 7D | 0.0% | +1.0% | -1.0% | -1.2% |
| 30D | -13.7% | +2.2% | -15.9% | -16.0% |
| 3M | -35.1% | +3.0% | -38.1% | -36.8% |
| 6M | +3.6% | +10.7% | -7.0% | -7.4% |
| YTD | -21.7% | +17.8% | -39.6% | -35.6% |
| 1Y | +1.3% | +27.6% | -26.3% | -24.2% |
| 3Y | +9.7% | +73.3% | -63.6% | -42.3% |
| 5Y | +117.4% | +54.3% | +63.0% | +31.1% |
| 10Y | +435.5% | +149.8% | +285.7% | +80.1% |
| All | +38.6% | +179.6% | -141.0% | -60.4% |
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