+464.5%
FSLR vs ETR
+373.3%
+91.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | -2.6% | +2.6% | -5.2% | -3.4% |
| 30D | +1.8% | +8.7% | -6.9% | -1.0% |
| 3M | -24.4% | +6.4% | -30.7% | -25.9% |
| 6M | -17.7% | +0.7% | -18.4% | -18.2% |
| YTD | -30.7% | +23.0% | -53.8% | -35.6% |
| 1Y | -33.6% | +17.9% | -51.5% | -37.4% |
| 3Y | +35.1% | +154.9% | -119.8% | -4.3% |
| 5Y | +63.1% | +157.3% | -94.2% | +13.5% |
| All | +464.5% | +373.3% | +91.2% | +207.3% |
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