+157.3%
EEM vs FSLR
+638.7%
-481.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.8% | +0.4% |
| 7D | -0.9% | -2.6% | +1.8% | -0.4% |
| 30D | -9.3% | +1.8% | -11.1% | -9.8% |
| 3M | -7.1% | -24.4% | +17.3% | -2.2% |
| 6M | -10.4% | -17.7% | +7.3% | -7.7% |
| YTD | +11.3% | -30.7% | +42.0% | +17.5% |
| 1Y | +11.3% | -33.6% | +44.9% | +18.2% |
| 3Y | +69.6% | +35.1% | +34.5% | +44.7% |
| 5Y | +33.6% | +63.1% | -29.4% | +3.0% |
| 10Y | +114.1% | +466.4% | -352.3% | +11.6% |
| All | +157.3% | +638.7% | -481.4% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling