+166.0%
EWY vs FSLR
+34.7%
+131.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | -2.8% | -8.4% | +5.6% | -1.1% |
| 30D | -13.1% | -0.9% | -12.2% | -13.1% |
| 3M | -11.6% | -26.1% | +14.4% | -6.4% |
| 6M | -23.4% | -23.6% | +0.3% | -18.5% |
| YTD | +52.0% | -31.8% | +83.9% | +62.5% |
| 1Y | +58.6% | -32.6% | +91.2% | +69.5% |
| All | +166.0% | +34.7% | +131.3% | +144.6% |
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 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