+16.1%
VEA vs FSLR
-35.9%
+52.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | -14.8% | +17.1% | +4.4% |
| 30D | +0.2% | -4.3% | +4.5% | +0.6% |
| 3M | -5.3% | -23.4% | +18.0% | -2.3% |
| 6M | -0.9% | -26.9% | +26.0% | +3.1% |
| YTD | +12.2% | -34.4% | +46.6% | +15.4% |
| 1Y | +16.1% | -33.2% | +49.3% | +18.4% |
| All | +16.1% | -35.9% | +52.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling