+69.3%
FERG vs FSLR
+112.6%
-43.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -15.1% | -15.1% | +0.1% | -13.4% |
| 3M | -4.8% | -22.5% | +17.7% | -2.2% |
| 6M | -2.5% | +4.0% | -6.4% | -3.5% |
| YTD | +1.8% | -22.3% | +24.1% | +3.6% |
| 1Y | -0.3% | 0.0% | -0.3% | -1.7% |
| 3Y | +52.9% | +10.9% | +42.1% | +43.5% |
| 5Y | +69.3% | +105.4% | -36.1% | +36.8% |
| All | +69.3% | +112.6% | -43.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling