+706.7%
ETN vs FSLR
+466.5%
+240.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +3.5% | +2.2% | +1.3% | +3.1% |
| 30D | -7.5% | -7.8% | +0.3% | -6.2% |
| 3M | +8.3% | -22.9% | +31.2% | +13.5% |
| 6M | +20.2% | +4.4% | +15.8% | +19.1% |
| YTD | +34.7% | -20.0% | +54.6% | +38.8% |
| 1Y | +19.4% | +2.8% | +16.6% | +17.4% |
| 3Y | +85.5% | +16.5% | +69.0% | +69.2% |
| 5Y | +186.6% | +110.3% | +76.3% | +122.6% |
| All | +706.7% | +466.5% | +240.2% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling