+418.1%
FSLR vs EMR
+279.2%
+138.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -14.8% | +2.8% | -17.6% | -16.2% |
| 30D | -4.3% | +3.7% | -8.0% | -6.3% |
| 3M | -23.4% | +2.0% | -25.4% | -24.5% |
| 6M | -26.9% | +22.1% | -49.1% | -34.5% |
| YTD | -34.4% | +27.2% | -61.6% | -43.2% |
| 1Y | -33.2% | +32.0% | -65.2% | -43.3% |
| 3Y | +28.1% | +103.3% | -75.2% | -15.4% |
| 5Y | +54.5% | +88.2% | -33.7% | +4.6% |
| All | +418.1% | +279.2% | +138.9% | +119.4% |
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