+418.1%
FSLR vs EME
+905.2%
-487.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -14.8% | +8.4% | -23.2% | -17.9% |
| 30D | -4.3% | -11.5% | +7.2% | -0.1% |
| 3M | -23.4% | -20.6% | -2.7% | -16.6% |
| 6M | -26.9% | -28.5% | +1.5% | -17.2% |
| YTD | -34.4% | +8.0% | -42.4% | -38.3% |
| 1Y | -33.2% | +6.8% | -40.0% | -36.8% |
| 3Y | +28.1% | +213.9% | -185.8% | -27.4% |
| 5Y | +54.5% | +414.8% | -360.3% | -30.4% |
| All | +418.1% | +905.2% | -487.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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