+458.5%
FSLR vs EWJ
+144.4%
+314.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -1.1% |
| 7D | +2.2% | +0.3% | +2.0% | +2.0% |
| 30D | -7.8% | +0.8% | -8.6% | -8.6% |
| 3M | -22.9% | +7.5% | -30.4% | -27.9% |
| 6M | +4.4% | +15.6% | -11.2% | -7.8% |
| YTD | -20.0% | +22.7% | -42.7% | -33.9% |
| 1Y | +2.8% | +26.4% | -23.6% | -17.5% |
| 3Y | +16.5% | +72.5% | -56.0% | -32.0% |
| 5Y | +110.3% | +52.4% | +57.8% | +39.6% |
| All | +458.5% | +144.4% | +314.0% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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