+63.1%
FSLR vs EWT
+114.1%
-51.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.9% |
| 7D | -2.6% | -3.7% | +1.0% | -1.3% |
| 30D | +1.8% | -17.2% | +18.9% | +14.8% |
| 3M | -24.4% | -7.3% | -17.0% | -22.0% |
| 6M | -17.7% | -1.5% | -16.2% | -19.1% |
| YTD | -30.7% | +49.0% | -79.8% | -51.0% |
| 1Y | -33.6% | +50.6% | -84.2% | -53.4% |
| 3Y | +35.1% | +148.9% | -113.7% | -35.9% |
| 5Y | +63.1% | +116.1% | -53.0% | -13.4% |
| All | +63.1% | +114.1% | -51.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling