+67.7%
FERG vs FSLR
+29.6%
+38.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +9.7% | -14.8% | +24.5% | +11.6% |
| 30D | +15.0% | -4.3% | +19.3% | +15.4% |
| 3M | +3.8% | -23.4% | +27.1% | +6.6% |
| 6M | +10.6% | -26.9% | +37.6% | +13.6% |
| YTD | +17.0% | -34.4% | +51.4% | +20.7% |
| 1Y | +7.1% | -33.2% | +40.3% | +10.2% |
| 3Y | +67.7% | +28.1% | +39.7% | +58.3% |
| All | +67.7% | +29.6% | +38.1% | +58.3% |
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