+81.2%
EWZ vs FSLR
+424.2%
-343.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -13.7% | +18.5% | +7.6% |
| 3M | +9.9% | -35.1% | +45.0% | +18.4% |
| 6M | +1.9% | +3.6% | -1.7% | 0.0% |
| YTD | +20.3% | -21.7% | +42.0% | +23.6% |
| 1Y | +35.6% | +1.3% | +34.3% | +31.4% |
| 3Y | +43.4% | +9.7% | +33.7% | +27.6% |
| 5Y | +55.9% | +117.4% | -61.4% | +9.3% |
| All | +81.2% | +424.2% | -343.0% | -12.5% |
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