-17.6%
FSLR vs EMB
+132.1%
-149.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -13.7% | -0.3% | -13.4% | -13.3% |
| 3M | -35.1% | -0.4% | -34.7% | -34.5% |
| 6M | +3.6% | +0.1% | +3.5% | +4.1% |
| YTD | -21.7% | +1.6% | -23.3% | -22.8% |
| 1Y | +1.3% | +5.6% | -4.3% | -4.6% |
| 3Y | +9.7% | +29.8% | -20.1% | -17.7% |
| 5Y | +117.4% | +7.3% | +110.1% | +104.0% |
| 10Y | +435.5% | +30.4% | +405.1% | +307.4% |
| All | -17.6% | +132.1% | -149.7% | -70.2% |
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