+447.0%
FSLR vs EMR
+266.1%
+180.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.1% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -15.1% | -5.0% | -10.2% | -12.9% |
| 3M | -22.5% | +5.9% | -28.5% | -25.0% |
| 6M | +4.0% | +7.3% | -3.4% | -0.3% |
| YTD | -22.3% | +14.6% | -36.8% | -28.5% |
| 1Y | 0.0% | +15.6% | -15.6% | -8.6% |
| 3Y | +10.9% | +60.2% | -49.3% | -16.5% |
| 5Y | +105.4% | +65.8% | +39.5% | +49.2% |
| 10Y | +447.0% | +277.4% | +169.6% | +147.4% |
| All | +447.0% | +266.1% | +180.9% | +147.4% |
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