+294.9%
EWY vs FSLR
+599.6%
-304.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.2% | -14.8% | +19.0% | +7.5% |
| 30D | -10.7% | -4.3% | -6.4% | -10.0% |
| 3M | -20.1% | -23.4% | +3.3% | -16.0% |
| 6M | -24.3% | -26.9% | +2.6% | -19.5% |
| YTD | +46.9% | -34.4% | +81.3% | +58.5% |
| 1Y | +55.2% | -33.2% | +88.4% | +66.6% |
| 3Y | +157.0% | +28.1% | +128.9% | +128.2% |
| 5Y | +98.9% | +54.5% | +44.3% | +61.4% |
| 10Y | +226.3% | +434.6% | -208.3% | +86.6% |
| All | +294.9% | +599.6% | -304.6% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling