+1,747.6%
ETN vs FSLR
+770.4%
+977.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.9% |
| 7D | +8.0% | +6.8% | +1.2% | +6.7% |
| 30D | -5.9% | -14.7% | +8.8% | -3.1% |
| 3M | +5.0% | -22.6% | +27.5% | +10.1% |
| 6M | +22.4% | +12.7% | +9.7% | +19.5% |
| YTD | +33.6% | -18.4% | +52.0% | +37.3% |
| 1Y | +22.1% | +4.9% | +17.2% | +19.4% |
| 3Y | +85.6% | +16.4% | +69.2% | +68.6% |
| 5Y | +179.2% | +123.5% | +55.8% | +114.0% |
| 10Y | +687.3% | +454.3% | +233.0% | +366.4% |
| All | +1,747.6% | +770.4% | +977.2% | +937.6% |
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