+105.4%
FSLR vs EWJ
+50.3%
+55.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.0% |
| 7D | +0.2% | +1.0% | -0.8% | -0.5% |
| 30D | -15.1% | +1.0% | -16.1% | -15.9% |
| 3M | -22.5% | +7.2% | -29.8% | -26.4% |
| 6M | +4.0% | +13.9% | -9.9% | -4.9% |
| YTD | -22.3% | +20.8% | -43.0% | -32.7% |
| 1Y | 0.0% | +26.4% | -26.4% | -16.5% |
| 3Y | +10.9% | +71.8% | -60.9% | -28.9% |
| 5Y | +105.4% | +49.9% | +55.5% | +48.6% |
| All | +105.4% | +50.3% | +55.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling