+454.3%
FSLR vs ACWI
+226.0%
+228.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.9% |
| 7D | +6.8% | +1.1% | +5.7% | +5.5% |
| 30D | -14.7% | -0.2% | -14.5% | -14.5% |
| 3M | -22.6% | +4.7% | -27.2% | -26.2% |
| 6M | +12.7% | +14.5% | -1.8% | -2.5% |
| YTD | -18.4% | +14.6% | -33.0% | -29.8% |
| 1Y | +4.9% | +21.4% | -16.5% | -15.3% |
| 3Y | +16.4% | +77.6% | -61.2% | -38.6% |
| 5Y | +123.5% | +68.1% | +55.4% | +26.3% |
| 10Y | +454.3% | +226.1% | +228.2% | +31.8% |
| All | +454.3% | +226.0% | +228.4% | +31.8% |
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