+73.0%
EWZ vs FSLR
+627.0%
-553.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +0.6% | -8.4% | +9.0% | +2.6% |
| 30D | -25.5% | -0.9% | -24.6% | -25.4% |
| 3M | -4.5% | -26.1% | +21.5% | +1.9% |
| 6M | -15.3% | -23.6% | +8.4% | -11.3% |
| YTD | +3.1% | -31.8% | +34.9% | +9.6% |
| 1Y | +1.2% | -32.6% | +33.8% | +7.5% |
| 3Y | +19.3% | +33.0% | -13.7% | -1.4% |
| 5Y | +52.3% | +56.8% | -4.5% | +12.6% |
| 10Y | +67.0% | +455.6% | -388.5% | -20.2% |
| All | +73.0% | +627.0% | -553.9% | -20.9% |
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 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