+496.9%
FSLR vs EMB
+30.9%
+466.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.4% | -5.6% |
| 7D | +5.3% | +0.8% | +4.4% | +4.0% |
| 30D | +7.8% | +1.5% | +6.3% | +5.5% |
| 3M | -23.4% | -1.9% | -21.4% | -21.1% |
| 6M | -12.9% | -1.6% | -11.3% | -10.3% |
| YTD | -26.7% | 0.0% | -26.7% | -26.0% |
| 1Y | -28.4% | +1.1% | -29.5% | -28.8% |
| 3Y | +44.6% | +30.9% | +13.7% | +4.9% |
| 5Y | +67.9% | +7.1% | +60.9% | +59.3% |
| 10Y | +496.9% | +31.1% | +465.8% | +347.9% |
| All | +496.9% | +30.9% | +466.0% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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