+13.2%
FSLR vs EWJ
+70.3%
-57.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.1% |
| 7D | +0.2% | +1.0% | -0.8% | -0.4% |
| 30D | -15.1% | +1.0% | -16.1% | -15.9% |
| 3M | -22.5% | +7.2% | -29.8% | -26.2% |
| 6M | +4.0% | +13.9% | -9.9% | -4.0% |
| YTD | -22.3% | +20.8% | -43.0% | -31.7% |
| 1Y | 0.0% | +26.4% | -26.4% | -14.9% |
| All | +13.2% | +70.3% | -57.0% | -28.2% |
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