+191.9%
EEM vs FSLR
+734.5%
-542.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +4.5% | -13.7% | +18.2% | +7.5% |
| 3M | -0.1% | -35.1% | +35.0% | +8.7% |
| 6M | +16.9% | +3.6% | +13.3% | +15.2% |
| YTD | +26.2% | -21.7% | +48.0% | +30.6% |
| 1Y | +40.5% | +1.3% | +39.2% | +36.9% |
| 3Y | +86.2% | +9.7% | +76.5% | +66.4% |
| 5Y | +45.5% | +117.4% | -71.9% | +5.5% |
| 10Y | +128.6% | +435.5% | -306.9% | +21.0% |
| All | +191.9% | +734.5% | -542.6% | +34.7% |
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