+762.0%
FSLR vs VYM
+489.2%
+272.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | +6.8% | +0.1% | +6.7% | +6.6% |
| 30D | -14.7% | -1.3% | -13.4% | -13.3% |
| 3M | -22.6% | +4.1% | -26.6% | -26.2% |
| 6M | +12.7% | +9.8% | +2.9% | +0.9% |
| YTD | -18.4% | +15.3% | -33.7% | -31.4% |
| 1Y | +4.9% | +20.0% | -15.1% | -16.0% |
| 3Y | +16.4% | +66.2% | -49.8% | -38.1% |
| 5Y | +123.5% | +77.5% | +45.9% | +8.1% |
| 10Y | +454.3% | +201.7% | +252.6% | +26.2% |
| All | +762.0% | +489.2% | +272.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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