+421.0%
FERG vs FSLR
+432.1%
-11.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.4% | -3.4% |
| 7D | +8.2% | -12.0% | +20.1% | +9.3% |
| 30D | +14.4% | -7.7% | +22.0% | +15.0% |
| 3M | +4.3% | -24.0% | +28.4% | +6.6% |
| 6M | +7.9% | -24.4% | +32.3% | +9.9% |
| YTD | +16.3% | -34.0% | +50.3% | +19.2% |
| 1Y | +2.2% | -35.6% | +37.8% | +5.0% |
| 3Y | +67.3% | +28.7% | +38.6% | +58.9% |
| 5Y | +75.3% | +55.3% | +20.0% | +61.2% |
| All | +421.0% | +432.1% | -11.1% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling