+207.0%
FCX vs FSLR
+721.0%
-514.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.8% |
| 7D | -4.9% | +15.3% | -20.2% | -9.2% |
| 30D | -17.1% | +11.7% | -28.8% | -20.1% |
| 3M | -12.7% | -17.6% | +5.0% | -7.9% |
| 6M | -2.0% | -7.7% | +5.8% | -0.6% |
| YTD | +18.1% | -23.0% | +41.1% | +24.8% |
| 1Y | +55.2% | -26.0% | +81.2% | +65.6% |
| 3Y | +74.3% | +36.9% | +37.5% | +36.8% |
| 5Y | +71.9% | +72.9% | -1.0% | +15.8% |
| 10Y | +498.4% | +519.3% | -20.9% | +129.9% |
| All | +207.0% | +721.0% | -514.0% | +3.5% |
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 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