+8.1%
EWZ vs FSLR
-24.3%
+32.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.0% |
| 7D | -4.1% | +10.3% | -14.4% | -5.4% |
| 30D | -25.0% | +10.4% | -35.4% | -26.0% |
| 3M | -10.6% | -20.2% | +9.5% | -8.7% |
| 6M | -16.6% | -8.0% | -8.6% | -16.9% |
| YTD | +2.5% | -25.5% | +28.0% | +2.5% |
| 1Y | +8.1% | -26.0% | +34.0% | +7.2% |
| All | +8.1% | -24.3% | +32.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling