+50.3%
EWZ vs FSLR
+519.9%
-469.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +2.9% |
| 7D | +1.4% | +5.3% | -3.9% | +0.4% |
| 30D | -25.1% | +7.8% | -32.9% | -26.2% |
| 3M | -7.7% | -23.4% | +15.6% | -3.4% |
| 6M | -15.8% | -12.9% | -3.0% | -14.8% |
| YTD | +3.6% | -26.7% | +30.3% | +7.4% |
| 1Y | +5.5% | -28.4% | +33.9% | +9.6% |
| 3Y | +22.1% | +44.6% | -22.5% | +1.7% |
| 5Y | +58.3% | +67.9% | -9.6% | +18.6% |
| 10Y | +50.3% | +496.9% | -446.6% | -28.1% |
| All | +50.3% | +519.9% | -469.6% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling