+55.3%
FSLR vs EWJ
+47.7%
+7.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -12.0% | +3.6% | -15.6% | -14.5% |
| 30D | -7.7% | -6.0% | -1.7% | -3.4% |
| 3M | -24.0% | -6.5% | -17.6% | -20.1% |
| 6M | -24.4% | -0.1% | -24.3% | -24.0% |
| YTD | -34.0% | +13.9% | -47.9% | -40.4% |
| 1Y | -35.6% | +13.1% | -48.7% | -41.5% |
| 3Y | +28.7% | +65.0% | -36.4% | -15.5% |
| 5Y | +55.3% | +47.0% | +8.3% | +11.0% |
| All | +55.3% | +47.7% | +7.6% | +11.0% |
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