+1,717.3%
ETN vs FSLR
+729.0%
+988.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -0.7% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -6.7% | -15.1% | +8.5% | -3.8% |
| 3M | +3.6% | -22.5% | +26.2% | +8.7% |
| 6M | +18.3% | +4.0% | +14.4% | +17.2% |
| YTD | +31.5% | -22.3% | +53.7% | +36.3% |
| 1Y | +20.6% | 0.0% | +20.5% | +18.9% |
| 3Y | +82.5% | +10.9% | +71.7% | +67.3% |
| 5Y | +177.8% | +105.4% | +72.4% | +116.3% |
| 10Y | +705.0% | +447.0% | +258.0% | +378.0% |
| All | +1,717.3% | +729.0% | +988.4% | +929.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling