+132.3%
EEM vs FSLR
+431.1%
-298.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.2% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +5.1% | -15.1% | +20.2% | +7.6% |
| 3M | +4.6% | -22.5% | +27.1% | +8.5% |
| 6M | +17.8% | +4.0% | +13.8% | +16.6% |
| YTD | +25.8% | -22.3% | +48.1% | +29.3% |
| 1Y | +36.4% | 0.0% | +36.4% | +34.3% |
| 3Y | +90.0% | +10.9% | +79.1% | +75.0% |
| 5Y | +46.6% | +105.4% | -58.8% | +15.0% |
| 10Y | +132.3% | +447.0% | -314.7% | +40.5% |
| All | +132.3% | +431.1% | -298.9% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling