+15.0%
EEM vs FSLR
-24.3%
+39.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | -0.1% |
| 7D | -3.0% | +10.3% | -13.3% | -5.0% |
| 30D | -10.3% | +10.4% | -20.8% | -12.2% |
| 3M | -6.6% | -20.2% | +13.5% | -2.6% |
| 6M | -3.4% | -8.0% | +4.6% | -0.9% |
| YTD | +13.2% | -25.5% | +38.8% | +17.0% |
| 1Y | +15.0% | -26.0% | +41.0% | +18.2% |
| All | +15.0% | -24.3% | +39.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling