+4.9%
FSLR vs EXC
+4.7%
+0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.5% |
| 7D | +6.8% | +1.2% | +5.6% | +7.2% |
| 30D | -14.7% | -2.7% | -12.0% | -15.5% |
| 3M | -22.6% | -1.0% | -21.6% | -22.9% |
| 6M | +12.7% | -9.3% | +22.0% | +11.2% |
| YTD | -18.4% | +3.6% | -22.0% | -18.9% |
| 1Y | +4.9% | +5.9% | -1.0% | +9.8% |
| All | +4.9% | +4.7% | +0.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling