+420.9%
FSLR vs ETR
+379.5%
+41.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -12.0% | +1.5% | -13.5% | -12.4% |
| 30D | -7.7% | +6.6% | -14.3% | -9.6% |
| 3M | -24.0% | +4.4% | -28.4% | -25.1% |
| 6M | -24.4% | -0.3% | -24.2% | -24.7% |
| YTD | -34.0% | +23.3% | -57.4% | -38.8% |
| 1Y | -35.6% | +18.9% | -54.4% | -39.5% |
| 3Y | +28.7% | +155.5% | -126.8% | -8.9% |
| 5Y | +55.3% | +159.9% | -104.6% | +7.8% |
| All | +420.9% | +379.5% | +41.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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