+123.5%
FSLR vs ETR
+129.9%
-6.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +6.8% | +1.4% | +5.4% | +6.5% |
| 30D | -14.7% | +1.9% | -16.6% | -15.1% |
| 3M | -22.6% | +1.0% | -23.6% | -22.9% |
| 6M | +12.7% | +4.8% | +7.9% | +11.0% |
| YTD | -18.4% | +19.5% | -37.9% | -22.3% |
| 1Y | +4.9% | +28.1% | -23.2% | -1.5% |
| 3Y | +16.4% | +151.1% | -134.8% | -10.9% |
| 5Y | +123.5% | +125.2% | -1.7% | +85.2% |
| All | +123.5% | +129.9% | -6.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling