+496.9%
FSLR vs EMR
+319.4%
+177.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.2% | -7.1% |
| 7D | +5.3% | +2.1% | +3.1% | +3.8% |
| 30D | +7.8% | +4.8% | +3.0% | +4.9% |
| 3M | -23.4% | +7.5% | -30.8% | -26.6% |
| 6M | -12.9% | +20.9% | -33.7% | -21.5% |
| YTD | -26.7% | +29.2% | -55.8% | -37.0% |
| 1Y | -28.4% | +33.0% | -61.4% | -39.4% |
| 3Y | +44.6% | +109.8% | -65.2% | -5.9% |
| 5Y | +67.9% | +91.9% | -24.0% | +12.7% |
| 10Y | +496.9% | +301.5% | +195.4% | +152.5% |
| All | +496.9% | +319.4% | +177.5% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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