+466.4%
FSLR vs EXC
+183.9%
+282.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +1.8% | +9.0% | -7.3% | -1.2% |
| 3M | -24.4% | +3.3% | -27.7% | -25.3% |
| 6M | -17.7% | +5.7% | -23.4% | -19.8% |
| YTD | -30.7% | +7.3% | -38.1% | -33.2% |
| 1Y | -33.6% | +2.9% | -36.6% | -35.1% |
| 3Y | +35.1% | +29.3% | +5.8% | +17.8% |
| 5Y | +63.1% | +40.1% | +23.0% | +35.5% |
| 10Y | +466.4% | +197.7% | +268.8% | +242.7% |
| All | +466.4% | +183.9% | +282.5% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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