+153.3%
EWY vs FSLR
+112.6%
+40.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +1.3% |
| 7D | +6.7% | +0.2% | +6.4% | +6.6% |
| 30D | +17.0% | -15.1% | +32.1% | +20.2% |
| 3M | +3.7% | -22.5% | +26.2% | +8.4% |
| 6M | +42.5% | +4.0% | +38.5% | +43.4% |
| YTD | +96.2% | -22.3% | +118.5% | +104.0% |
| 1Y | +160.4% | 0.0% | +160.3% | +161.1% |
| 3Y | +231.7% | +10.9% | +220.8% | +214.5% |
| 5Y | +153.3% | +105.4% | +47.9% | +103.3% |
| All | +153.3% | +112.6% | +40.7% | +103.3% |
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