+28.7%
FSLR vs EWJ
+65.9%
-37.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | -12.0% | +3.6% | -15.6% | -14.3% |
| 30D | -7.7% | -6.0% | -1.7% | -3.7% |
| 3M | -24.0% | -6.5% | -17.6% | -20.4% |
| 6M | -24.4% | -0.1% | -24.3% | -23.9% |
| YTD | -34.0% | +13.9% | -47.9% | -39.3% |
| 1Y | -35.6% | +13.1% | -48.7% | -40.5% |
| All | +28.7% | +65.9% | -37.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling