+495.8%
FSLR vs ACWI
+219.0%
+276.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | +15.3% | -2.4% | +17.7% | +18.4% |
| 30D | +11.7% | -5.2% | +16.9% | +18.8% |
| 3M | -17.6% | -4.8% | -12.8% | -12.6% |
| 6M | -7.7% | -1.3% | -6.4% | -5.1% |
| YTD | -23.0% | +8.4% | -31.4% | -29.2% |
| 1Y | -26.0% | +11.0% | -37.1% | -33.7% |
| 3Y | +36.9% | +70.6% | -33.7% | -24.0% |
| 5Y | +72.9% | +55.3% | +17.6% | +7.6% |
| All | +495.8% | +219.0% | +276.8% | +42.6% |
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