+116.4%
FSLR vs EXEL
+199.5%
-83.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | +8.4% | -8.4% | -1.8% |
| 30D | -13.7% | +4.1% | -17.7% | -14.6% |
| 3M | -35.1% | +12.4% | -47.5% | -37.0% |
| 6M | +3.6% | +41.5% | -37.9% | -4.6% |
| YTD | -21.7% | +34.6% | -56.4% | -27.5% |
| 1Y | +1.3% | +57.9% | -56.6% | -10.0% |
| 3Y | +9.7% | +159.5% | -149.8% | -17.7% |
| All | +116.4% | +199.5% | -83.1% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling