+69.4%
EWZ vs FSLR
+699.0%
-629.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -4.2% | +10.7% | -14.8% | -6.5% |
| 30D | -26.1% | +8.9% | -35.0% | -27.6% |
| 3M | -12.0% | -17.3% | +5.3% | -8.5% |
| 6M | -19.3% | -10.8% | -8.5% | -18.4% |
| YTD | +0.9% | -25.1% | +26.0% | +5.1% |
| 1Y | +3.4% | -29.4% | +32.8% | +8.8% |
| 3Y | +18.6% | +28.8% | -10.2% | -1.0% |
| 5Y | +56.6% | +68.3% | -11.7% | +14.1% |
| 10Y | +50.3% | +502.7% | -452.4% | -29.5% |
| All | +69.4% | +699.0% | -629.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling