+496.9%
FSLR vs ACWI
+226.8%
+270.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.4% | -7.8% |
| 7D | +5.3% | +0.3% | +4.9% | +4.4% |
| 30D | +7.8% | -2.8% | +10.6% | +11.1% |
| 3M | -23.4% | -3.2% | -20.2% | -20.5% |
| 6M | -12.9% | +1.3% | -14.2% | -13.3% |
| YTD | -26.7% | +11.2% | -37.9% | -34.7% |
| 1Y | -28.4% | +13.8% | -42.2% | -37.8% |
| 3Y | +44.6% | +76.2% | -31.6% | -23.0% |
| 5Y | +67.9% | +59.5% | +8.5% | +1.0% |
| 10Y | +496.9% | +222.2% | +274.7% | +34.7% |
| All | +496.9% | +226.8% | +270.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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