+422.4%
EWY vs FSLR
+734.5%
-312.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | -13.7% | +25.3% | +14.7% |
| 3M | -7.4% | -35.1% | +27.7% | +1.2% |
| 6M | +40.6% | +3.6% | +36.9% | +40.3% |
| YTD | +94.3% | -21.7% | +116.0% | +103.1% |
| 1Y | +164.3% | +1.3% | +163.0% | +161.6% |
| 3Y | +221.0% | +9.7% | +211.3% | +194.0% |
| 5Y | +139.1% | +117.4% | +21.8% | +81.1% |
| 10Y | +298.8% | +435.5% | -136.7% | +127.9% |
| All | +422.4% | +734.5% | -312.1% | +156.2% |
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