+726.4%
FSLR vs EMR
+494.0%
+232.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.7% |
| 7D | 0.0% | -1.5% | +1.5% | +1.1% |
| 30D | -13.7% | -5.6% | -8.0% | -10.2% |
| 3M | -35.1% | +7.9% | -43.0% | -38.9% |
| 6M | +3.6% | +6.0% | -2.4% | -1.8% |
| YTD | -21.7% | +16.4% | -38.2% | -31.8% |
| 1Y | +1.3% | +16.6% | -15.3% | -12.2% |
| 3Y | +9.7% | +62.9% | -53.2% | -29.6% |
| 5Y | +117.4% | +60.1% | +57.3% | +35.9% |
| 10Y | +435.5% | +268.7% | +166.7% | +38.9% |
| All | +726.4% | +494.0% | +232.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling