+726.4%
FSLR vs EME
+2,622.3%
-1,895.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.4% |
| 7D | 0.0% | +1.9% | -1.9% | -1.1% |
| 30D | -13.7% | -8.3% | -5.4% | -9.7% |
| 3M | -35.1% | -10.7% | -24.3% | -31.7% |
| 6M | +3.6% | +1.9% | +1.7% | +1.0% |
| YTD | -21.7% | +23.5% | -45.2% | -32.3% |
| 1Y | +1.3% | +18.0% | -16.7% | -11.0% |
| 3Y | +9.7% | +236.1% | -226.4% | -50.6% |
| 5Y | +117.4% | +527.9% | -410.5% | -34.1% |
| 10Y | +435.5% | +1,252.8% | -817.3% | -11.9% |
| All | +726.4% | +2,622.3% | -1,895.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling