+19.3%
ETN vs FSLR
+1.0%
+18.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.9% | -13.7% | +5.7% | -3.9% |
| 3M | -1.6% | -35.1% | +33.5% | +9.4% |
| 6M | +16.9% | +3.6% | +13.2% | +17.3% |
| YTD | +30.1% | -21.7% | +51.8% | +36.2% |
| 1Y | +19.3% | +1.3% | +18.0% | +21.4% |
| All | +19.3% | +1.0% | +18.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling