+81.1%
ETN vs FSLR
+9.6%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.7% |
| 3M | +3.6% | -22.5% | +26.2% | +8.6% |
| 6M | +18.3% | +4.0% | +14.4% | +17.9% |
| YTD | +31.5% | -22.3% | +53.7% | +36.2% |
| 1Y | +20.6% | 0.0% | +20.5% | +19.8% |
| All | +81.1% | +9.6% | +71.4% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling