+62.4%
EWY vs FSLR
-24.3%
+86.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -3.9% |
| 7D | -8.3% | +10.3% | -18.6% | -12.3% |
| 30D | -20.5% | +10.4% | -31.0% | -24.1% |
| 3M | -11.1% | -20.2% | +9.0% | -2.7% |
| 6M | -7.0% | -8.0% | +1.0% | +0.5% |
| YTD | +56.5% | -25.5% | +82.0% | +70.3% |
| 1Y | +62.4% | -26.0% | +88.4% | +75.7% |
| All | +62.4% | -24.3% | +86.7% | +75.7% |
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