+420.9%
FSLR vs EWJ
+125.7%
+295.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.6% |
| 7D | -12.0% | +3.6% | -15.6% | -15.0% |
| 30D | -7.7% | -6.0% | -1.7% | -2.8% |
| 3M | -24.0% | -6.5% | -17.6% | -19.6% |
| 6M | -24.4% | -0.1% | -24.3% | -24.1% |
| YTD | -34.0% | +13.9% | -47.9% | -41.9% |
| 1Y | -35.6% | +13.1% | -48.7% | -42.9% |
| 3Y | +28.7% | +65.0% | -36.4% | -22.3% |
| 5Y | +55.3% | +47.0% | +8.3% | +5.8% |
| All | +420.9% | +125.7% | +295.2% | +131.9% |
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