+74.3%
FCX vs FSLR
+32.4%
+41.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.0% |
| 7D | -4.9% | +15.3% | -20.2% | -7.8% |
| 30D | -17.1% | +11.7% | -28.8% | -19.2% |
| 3M | -12.7% | -17.6% | +5.0% | -9.4% |
| 6M | -2.0% | -7.7% | +5.8% | -0.4% |
| YTD | +18.1% | -23.0% | +41.1% | +22.7% |
| 1Y | +55.2% | -26.0% | +81.2% | +62.2% |
| 3Y | +74.3% | +36.9% | +37.5% | +42.7% |
| All | +74.3% | +32.4% | +41.9% | +42.7% |
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