+619.9%
FSLR vs ETR
+453.8%
+166.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.7% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | -0.9% | +7.7% | -8.6% | -4.7% |
| 3M | -26.1% | +5.7% | -31.8% | -28.2% |
| 6M | -23.6% | -0.3% | -23.4% | -24.0% |
| YTD | -31.8% | +23.4% | -55.2% | -39.5% |
| 1Y | -32.6% | +18.5% | -51.1% | -38.8% |
| 3Y | +33.0% | +155.6% | -122.6% | -23.0% |
| 5Y | +56.8% | +158.7% | -101.9% | -12.7% |
| 10Y | +455.6% | +377.8% | +77.8% | +85.9% |
| All | +619.9% | +453.8% | +166.2% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling