+447.0%
FSLR vs ETR
+288.4%
+158.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.4% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | -15.1% | +2.0% | -17.2% | -15.7% |
| 3M | -22.5% | -1.7% | -20.8% | -22.3% |
| 6M | +4.0% | +3.6% | +0.4% | +2.3% |
| YTD | -22.3% | +18.0% | -40.3% | -26.8% |
| 1Y | 0.0% | +26.2% | -26.2% | -7.8% |
| 3Y | +10.9% | +148.0% | -137.1% | -20.9% |
| 5Y | +105.4% | +126.1% | -20.7% | +49.7% |
| 10Y | +447.0% | +302.3% | +144.7% | +210.6% |
| All | +447.0% | +288.4% | +158.6% | +210.6% |
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