+73.0%
VEA vs FSLR
+29.6%
+43.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | -14.8% | +17.1% | +3.8% |
| 30D | +0.2% | -4.3% | +4.5% | +0.5% |
| 3M | -5.3% | -23.4% | +18.0% | -3.2% |
| 6M | -0.9% | -26.9% | +26.0% | +1.6% |
| YTD | +12.2% | -34.4% | +46.6% | +15.3% |
| 1Y | +16.1% | -33.2% | +49.3% | +19.1% |
| 3Y | +73.0% | +28.1% | +44.9% | +60.8% |
| All | +73.0% | +29.6% | +43.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling