+108.7%
EWY vs FSLR
+64.7%
+44.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | -2.8% | -8.4% | +5.6% | -1.3% |
| 30D | -13.1% | -0.9% | -12.2% | -13.1% |
| 3M | -11.6% | -26.1% | +14.4% | -7.1% |
| 6M | -23.4% | -23.6% | +0.3% | -19.3% |
| YTD | +52.0% | -31.8% | +83.9% | +61.4% |
| 1Y | +58.6% | -32.6% | +91.2% | +68.4% |
| 3Y | +163.3% | +33.0% | +130.3% | +144.9% |
| 5Y | +108.7% | +56.8% | +51.9% | +78.9% |
| All | +108.7% | +64.7% | +44.0% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling