+60.8%
EWZ vs FSLR
+458.2%
-397.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.4% |
| 7D | +1.3% | -2.6% | +4.0% | +1.8% |
| 30D | -26.2% | +1.8% | -27.9% | -26.5% |
| 3M | -8.6% | -24.4% | +15.7% | -4.1% |
| 6M | -17.0% | -17.7% | +0.7% | -15.1% |
| YTD | +2.2% | -30.7% | +32.9% | +7.0% |
| 1Y | +2.7% | -33.6% | +36.3% | +8.1% |
| 3Y | +18.2% | +35.1% | -16.9% | -0.3% |
| 5Y | +56.0% | +63.1% | -7.0% | +17.3% |
| 10Y | +60.8% | +466.4% | -405.6% | -21.8% |
| All | +60.8% | +458.2% | -397.4% | -21.8% |
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