-2.3%
FERG vs FSLR
+1.0%
-3.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.2% | -13.7% | +3.5% | -8.3% |
| 3M | -0.6% | -35.1% | +34.5% | +4.7% |
| 6M | -6.5% | +3.6% | -10.2% | -8.6% |
| YTD | +4.2% | -21.7% | +25.9% | +5.0% |
| 1Y | -2.3% | +1.3% | -3.5% | -3.4% |
| All | -2.3% | +1.0% | -3.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling