+453.5%
FSLR vs EWT
+512.3%
-58.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +4.0% |
| 7D | -0.1% | -1.1% | +1.0% | +0.6% |
| 30D | -14.0% | +4.8% | -18.8% | -17.5% |
| 3M | -16.9% | +11.1% | -28.0% | -24.3% |
| 6M | +4.7% | +54.6% | -49.9% | -27.0% |
| YTD | -20.7% | +71.4% | -92.1% | -49.6% |
| 1Y | +1.7% | +82.1% | -80.4% | -38.6% |
| 3Y | +13.1% | +193.2% | -180.2% | -54.0% |
| 5Y | +108.4% | +146.1% | -37.7% | -2.4% |
| All | +453.5% | +512.3% | -58.9% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling