-18.9%
FSLR vs EMB
+127.1%
-146.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +15.3% | -0.1% | +15.4% | +15.5% |
| 30D | +11.7% | +1.3% | +10.4% | +9.9% |
| 3M | -17.6% | -2.2% | -15.4% | -15.0% |
| 6M | -7.7% | -2.3% | -5.4% | -4.3% |
| YTD | -23.0% | -0.6% | -22.4% | -21.8% |
| 1Y | -26.0% | +0.5% | -26.5% | -25.8% |
| 3Y | +36.9% | +29.4% | +7.4% | +3.5% |
| 5Y | +72.9% | +6.5% | +66.4% | +64.3% |
| 10Y | +519.3% | +29.8% | +489.5% | +376.4% |
| All | -18.9% | +127.1% | -146.0% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling