+28.1%
FSLR vs EXC
+31.9%
-3.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.3% |
| 7D | -14.8% | +1.4% | -16.2% | -14.6% |
| 30D | -4.3% | +8.6% | -12.9% | -2.9% |
| 3M | -23.4% | +2.4% | -25.8% | -23.3% |
| 6M | -26.9% | +6.5% | -33.4% | -26.3% |
| YTD | -34.4% | +9.0% | -43.4% | -33.6% |
| 1Y | -33.2% | +4.6% | -37.8% | -32.7% |
| 3Y | +28.1% | +33.5% | -5.4% | +19.8% |
| All | +28.1% | +31.9% | -3.8% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling