+173.7%
VEA vs FSLR
+92.2%
+81.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.9% | -13.7% | +15.6% | +4.2% |
| 3M | +3.2% | -35.1% | +38.3% | +9.9% |
| 6M | +10.2% | +3.6% | +6.6% | +8.8% |
| YTD | +18.9% | -21.7% | +40.6% | +21.8% |
| 1Y | +29.3% | +1.3% | +28.1% | +26.5% |
| 3Y | +76.8% | +9.7% | +67.1% | +62.1% |
| 5Y | +61.2% | +117.4% | -56.1% | +26.6% |
| 10Y | +163.3% | +435.5% | -272.2% | +63.1% |
| All | +173.7% | +92.2% | +81.5% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling