+1.3%
FSLR vs EWT
+99.0%
-97.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.7% |
| 7D | 0.0% | +4.0% | -4.0% | -2.6% |
| 30D | -13.7% | +10.3% | -24.0% | -19.4% |
| 3M | -35.1% | +6.1% | -41.2% | -37.8% |
| 6M | +3.6% | +56.6% | -53.0% | -20.7% |
| YTD | -21.7% | +76.6% | -98.3% | -45.7% |
| 1Y | +1.3% | +97.9% | -96.6% | -27.9% |
| All | +1.3% | +99.0% | -97.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling