+667.7%
VTI vs FSLR
+603.3%
+64.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | 0.0% |
| 7D | +3.4% | -12.0% | +15.3% | +5.2% |
| 30D | -2.3% | -7.7% | +5.4% | -1.3% |
| 3M | -2.2% | -24.0% | +21.9% | +1.4% |
| 6M | +3.3% | -24.4% | +27.7% | +6.5% |
| YTD | +12.1% | -34.0% | +46.1% | +17.0% |
| 1Y | +12.2% | -35.6% | +47.8% | +17.4% |
| 3Y | +78.0% | +28.7% | +49.4% | +59.8% |
| 5Y | +65.2% | +55.3% | +9.9% | +39.0% |
| 10Y | +292.2% | +437.4% | -145.3% | +156.2% |
| All | +667.7% | +603.3% | +64.4% | +378.8% |
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 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