+74.9%
FSLR vs EXEL
+260.1%
-185.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.5% | +2.5% |
| 7D | +15.3% | +0.3% | +15.1% | +15.2% |
| 30D | +11.7% | +19.0% | -7.4% | +7.6% |
| 3M | -17.6% | +33.3% | -50.9% | -22.6% |
| 6M | -7.7% | +42.9% | -50.6% | -14.9% |
| YTD | -23.0% | +58.7% | -81.7% | -31.0% |
| 1Y | -26.0% | +70.5% | -96.6% | -34.9% |
| 3Y | +36.9% | +233.8% | -197.0% | -2.7% |
| All | +74.9% | +260.1% | -185.2% | +15.9% |
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