+592.8%
FSLR vs EWJ
+142.3%
+450.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | -14.8% | +4.0% | -18.8% | -18.4% |
| 30D | -4.3% | -4.3% | 0.0% | -0.6% |
| 3M | -23.4% | -6.8% | -16.6% | -18.0% |
| 6M | -26.9% | -0.9% | -26.1% | -26.2% |
| YTD | -34.4% | +14.3% | -48.7% | -43.7% |
| 1Y | -33.2% | +15.3% | -48.5% | -43.2% |
| 3Y | +28.1% | +65.6% | -37.6% | -27.9% |
| 5Y | +54.5% | +47.5% | +7.1% | -2.1% |
| 10Y | +434.6% | +126.2% | +308.4% | +111.6% |
| All | +592.8% | +142.3% | +450.5% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling