+104.7%
FSLR vs EXE
+191.4%
-86.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -13.7% | +8.5% | -22.1% | -15.2% |
| 3M | -35.1% | +5.5% | -40.5% | -35.9% |
| 6M | +3.6% | -5.9% | +9.5% | +4.6% |
| YTD | -21.7% | -9.7% | -12.0% | -20.6% |
| 1Y | +1.3% | +3.6% | -2.3% | -1.3% |
| 3Y | +9.7% | +18.0% | -8.3% | +1.4% |
| 5Y | +117.4% | +109.4% | +7.9% | +70.3% |
| All | +104.7% | +191.4% | -86.7% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling