+55.2%
EWY vs FSLR
-35.9%
+91.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +4.2% | -14.8% | +19.0% | +11.2% |
| 30D | -10.7% | -4.3% | -6.4% | -9.5% |
| 3M | -20.1% | -23.4% | +3.3% | -11.3% |
| 6M | -24.3% | -26.9% | +2.6% | -11.5% |
| YTD | +46.9% | -34.4% | +81.3% | +67.4% |
| 1Y | +55.2% | -33.2% | +88.4% | +74.7% |
| All | +55.2% | -35.9% | +91.1% | +74.7% |
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