+418.1%
FSLR vs DE
+762.0%
-343.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -14.8% | +0.3% | -15.1% | -14.9% |
| 30D | -4.3% | +3.6% | -7.9% | -5.8% |
| 3M | -23.4% | +10.2% | -33.6% | -27.0% |
| 6M | -26.9% | +16.6% | -43.5% | -32.2% |
| YTD | -34.4% | +45.8% | -80.2% | -45.2% |
| 1Y | -33.2% | +43.9% | -77.1% | -44.1% |
| 3Y | +28.1% | +89.6% | -61.6% | -7.6% |
| 5Y | +54.5% | +100.3% | -45.8% | +5.9% |
| All | +418.1% | +762.0% | -343.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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