0.0%
FSLR vs EXE
+4.5%
-4.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.8% |
| 7D | +0.2% | -2.7% | +3.0% | +0.1% |
| 30D | -15.1% | -0.4% | -14.8% | -15.1% |
| 3M | -22.5% | +9.5% | -32.0% | -22.1% |
| 6M | +4.0% | -9.3% | +13.3% | +3.8% |
| YTD | -22.3% | -10.9% | -11.3% | -21.6% |
| 1Y | 0.0% | +4.3% | -4.3% | -0.3% |
| All | 0.0% | +4.5% | -4.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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