+466.4%
FSLR vs EXEL
+363.4%
+103.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.3% |
| 7D | -2.6% | -2.4% | -0.3% | -2.3% |
| 30D | +1.8% | +17.9% | -16.1% | -1.3% |
| 3M | -24.4% | +33.3% | -57.7% | -28.4% |
| 6M | -17.7% | +46.6% | -64.3% | -23.5% |
| YTD | -30.7% | +61.0% | -91.8% | -37.1% |
| 1Y | -33.6% | +70.4% | -104.1% | -40.4% |
| 3Y | +35.1% | +236.1% | -201.0% | +4.5% |
| 5Y | +63.1% | +284.8% | -221.8% | +21.5% |
| 10Y | +466.4% | +348.4% | +118.0% | +308.6% |
| All | +466.4% | +363.4% | +103.0% | +308.6% |
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