+19.0%
EWZ vs FSLR
+32.4%
-13.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.4% |
| 7D | -1.5% | +15.3% | -16.8% | -3.1% |
| 30D | -24.5% | +11.7% | -36.2% | -25.5% |
| 3M | -10.7% | -17.6% | +6.9% | -9.0% |
| 6M | -19.1% | -7.7% | -11.4% | -19.0% |
| YTD | +1.6% | -23.0% | +24.6% | +3.0% |
| 1Y | +4.3% | -26.0% | +30.3% | +6.0% |
| 3Y | +19.0% | +36.9% | -17.9% | +4.2% |
| All | +19.0% | +32.4% | -13.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling