+2.7%
EWZ vs FSLR
-33.7%
+36.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.7% |
| 7D | +1.3% | -2.6% | +4.0% | +1.6% |
| 30D | -26.2% | +1.8% | -27.9% | -26.4% |
| 3M | -8.6% | -24.4% | +15.7% | -6.1% |
| 6M | -17.0% | -17.7% | +0.7% | -16.1% |
| YTD | +2.2% | -30.7% | +32.9% | +2.6% |
| 1Y | +2.7% | -33.6% | +36.3% | +2.9% |
| All | +2.7% | -33.7% | +36.4% | +2.9% |
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