+33.6%
EEM vs FSLR
+60.7%
-27.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.8% | -0.1% |
| 7D | -0.9% | -2.6% | +1.8% | -0.6% |
| 30D | -9.3% | +1.8% | -11.1% | -9.6% |
| 3M | -7.1% | -24.4% | +17.3% | -4.1% |
| 6M | -10.4% | -17.7% | +7.3% | -8.5% |
| YTD | +11.3% | -30.7% | +42.0% | +15.1% |
| 1Y | +11.3% | -33.6% | +44.9% | +15.5% |
| 3Y | +69.6% | +35.1% | +34.5% | +56.1% |
| 5Y | +33.6% | +63.1% | -29.4% | +13.1% |
| All | +33.6% | +60.7% | -27.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling