+123.5%
FSLR vs EXE
+106.6%
+16.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +6.8% | -1.8% | +8.6% | +7.2% |
| 30D | -14.7% | +6.4% | -21.1% | -15.9% |
| 3M | -22.6% | +9.2% | -31.8% | -24.2% |
| 6M | +12.7% | -7.0% | +19.7% | +14.1% |
| YTD | -18.4% | -9.5% | -8.9% | -17.2% |
| 1Y | +4.9% | +6.2% | -1.3% | +1.6% |
| 3Y | +16.4% | +20.7% | -4.3% | +6.7% |
| 5Y | +123.5% | +103.6% | +19.8% | +73.4% |
| All | +123.5% | +106.6% | +16.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling