+75.7%
VEA vs FSLR
+9.6%
+66.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +0.4% | -15.1% | +15.6% | +1.9% |
| 3M | +4.8% | -22.5% | +27.4% | +7.1% |
| 6M | +11.3% | +4.0% | +7.3% | +10.7% |
| YTD | +17.4% | -22.3% | +39.6% | +19.1% |
| 1Y | +26.2% | 0.0% | +26.2% | +25.0% |
| All | +75.7% | +9.6% | +66.1% | +65.6% |
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