+1,577.3%
FERG vs FSLR
+31.5%
+1,545.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.0% |
| 7D | +6.4% | -8.4% | +14.9% | +6.8% |
| 30D | +19.9% | -0.9% | +20.8% | +19.9% |
| 3M | +5.6% | -26.1% | +31.6% | +6.8% |
| 6M | +9.2% | -23.6% | +32.9% | +10.2% |
| YTD | +20.6% | -31.8% | +52.5% | +22.0% |
| 1Y | +5.7% | -32.6% | +38.3% | +6.9% |
| 3Y | +73.6% | +33.0% | +40.6% | +70.0% |
| 5Y | +86.2% | +56.8% | +29.4% | +80.6% |
| 10Y | +440.7% | +455.6% | -14.9% | +420.0% |
| All | +1,577.3% | +31.5% | +1,545.8% | +1,505.9% |
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