+60.9%
VEA vs FSLR
+112.6%
-51.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.1% |
| 3M | +4.8% | -22.5% | +27.4% | +7.3% |
| 6M | +11.3% | +4.0% | +7.3% | +10.5% |
| YTD | +17.4% | -22.3% | +39.6% | +19.3% |
| 1Y | +26.2% | 0.0% | +26.2% | +24.7% |
| 3Y | +77.7% | +10.9% | +66.9% | +67.6% |
| 5Y | +60.9% | +105.4% | -44.5% | +33.6% |
| All | +60.9% | +112.6% | -51.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling