+66.5%
EWZ vs FSLR
+429.3%
-362.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.8% | -14.8% | +15.5% | +3.8% |
| 30D | -24.4% | -4.3% | -20.1% | -23.8% |
| 3M | -4.6% | -23.4% | +18.8% | -0.1% |
| 6M | -11.6% | -26.9% | +15.4% | -7.4% |
| YTD | +2.4% | -34.4% | +36.8% | +8.4% |
| 1Y | +2.1% | -33.2% | +35.3% | +7.4% |
| 3Y | +18.7% | +28.1% | -9.3% | +1.1% |
| 5Y | +54.2% | +54.5% | -0.3% | +17.0% |
| All | +66.5% | +429.3% | -362.8% | -17.7% |
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