+65.2%
VTI vs FSLR
+51.6%
+13.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.1% |
| 7D | +3.4% | -12.0% | +15.3% | +4.8% |
| 30D | -2.3% | -7.7% | +5.4% | -1.5% |
| 3M | -2.2% | -24.0% | +21.9% | +0.7% |
| 6M | +3.3% | -24.4% | +27.7% | +5.9% |
| YTD | +12.1% | -34.0% | +46.1% | +16.1% |
| 1Y | +12.2% | -35.6% | +47.8% | +16.4% |
| 3Y | +78.0% | +28.7% | +49.4% | +59.6% |
| 5Y | +65.2% | +55.3% | +9.9% | +32.7% |
| All | +65.2% | +51.6% | +13.6% | +32.7% |
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