+67.9%
FSLR vs EXE
+64.7%
+3.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -5.1% |
| 7D | +5.3% | -3.9% | +9.2% | +6.1% |
| 30D | +7.8% | -2.6% | +10.3% | +8.2% |
| 3M | -23.4% | -6.9% | -16.5% | -22.4% |
| 6M | -12.9% | -9.3% | -3.6% | -11.5% |
| YTD | -26.7% | -20.7% | -5.9% | -23.6% |
| 1Y | -28.4% | -21.8% | -6.6% | -25.3% |
| 3Y | +44.6% | +16.2% | +28.4% | +32.7% |
| 5Y | +67.9% | +61.1% | +6.8% | +38.0% |
| All | +67.9% | +64.7% | +3.2% | +38.0% |
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