+87.7%
EEM vs FSLR
+9.6%
+78.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.1% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +5.1% | -15.1% | +20.2% | +7.2% |
| 3M | +4.6% | -22.5% | +27.1% | +7.8% |
| 6M | +17.8% | +4.0% | +13.8% | +17.4% |
| YTD | +25.8% | -22.3% | +48.1% | +28.6% |
| 1Y | +36.4% | 0.0% | +36.4% | +35.4% |
| All | +87.7% | +9.6% | +78.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling