+447.0%
FSLR vs EXEL
+378.5%
+68.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -4.9% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -15.1% | +10.1% | -25.3% | -16.6% |
| 3M | -22.5% | +10.1% | -32.6% | -24.0% |
| 6M | +4.0% | +37.7% | -33.7% | -1.9% |
| YTD | -22.3% | +33.1% | -55.3% | -26.5% |
| 1Y | 0.0% | +52.4% | -52.4% | -7.7% |
| 3Y | +10.9% | +163.8% | -153.0% | -8.5% |
| 5Y | +105.4% | +198.5% | -93.1% | +64.3% |
| 10Y | +447.0% | +386.9% | +60.1% | +332.8% |
| All | +447.0% | +378.5% | +68.5% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling