+16.4%
FSLR vs EWT
+199.6%
-183.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +6.8% | +1.6% | +5.2% | +5.4% |
| 30D | -14.7% | +8.2% | -22.9% | -20.0% |
| 3M | -22.6% | +11.1% | -33.6% | -29.0% |
| 6M | +12.7% | +60.4% | -47.7% | -22.5% |
| YTD | -18.4% | +75.6% | -93.9% | -48.5% |
| 1Y | +4.9% | +91.3% | -86.4% | -38.5% |
| 3Y | +16.4% | +200.3% | -183.9% | -56.4% |
| All | +16.4% | +199.6% | -183.2% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling