+230.2%
EWY vs FSLR
+15.2%
+215.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.8% | -0.3% |
| 7D | +8.0% | +6.8% | +1.2% | +6.5% |
| 30D | +14.3% | -14.7% | +29.1% | +17.9% |
| 3M | +2.3% | -22.6% | +24.9% | +7.4% |
| 6M | +49.9% | +12.7% | +37.1% | +49.6% |
| YTD | +95.3% | -18.4% | +113.7% | +101.7% |
| 1Y | +161.7% | +4.9% | +156.8% | +161.5% |
| 3Y | +230.2% | +16.4% | +213.8% | +207.4% |
| All | +230.2% | +15.2% | +215.0% | +207.4% |
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