+16.4%
FSLR vs EXEL
+160.6%
-144.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.7% |
| 7D | +6.8% | +1.4% | +5.4% | +6.5% |
| 30D | -14.7% | +6.7% | -21.4% | -15.7% |
| 3M | -22.6% | +11.5% | -34.0% | -24.2% |
| 6M | +12.7% | +38.8% | -26.1% | +6.3% |
| YTD | -18.4% | +31.6% | -49.9% | -22.6% |
| 1Y | +4.9% | +53.0% | -48.1% | -3.5% |
| 3Y | +16.4% | +160.8% | -144.4% | -5.2% |
| All | +16.4% | +160.6% | -144.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling