+55.0%
EWZ vs FSLR
+117.9%
-62.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -13.7% | +18.5% | +6.6% |
| 3M | +9.9% | -35.1% | +45.0% | +15.1% |
| 6M | +1.9% | +3.6% | -1.7% | +0.8% |
| YTD | +20.3% | -21.7% | +42.0% | +22.3% |
| 1Y | +35.6% | +1.3% | +34.3% | +33.1% |
| 3Y | +43.4% | +9.7% | +33.7% | +33.2% |
| All | +55.0% | +117.9% | -62.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling