+121.9%
EEM vs FSLR
+432.1%
-310.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | +5.3% | -12.0% | +17.3% | +7.3% |
| 30D | -7.0% | -7.7% | +0.7% | -6.0% |
| 3M | -8.0% | -24.0% | +16.0% | -4.4% |
| 6M | -6.6% | -24.4% | +17.8% | -3.1% |
| YTD | +12.3% | -34.0% | +46.4% | +18.0% |
| 1Y | +12.2% | -35.6% | +47.8% | +18.1% |
| 3Y | +71.2% | +28.7% | +42.6% | +53.3% |
| 5Y | +32.2% | +55.3% | -23.1% | +8.5% |
| All | +121.9% | +432.1% | -310.2% | +37.8% |
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 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