+726.4%
FSLR vs EXEL
+571.3%
+155.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | +8.4% | -8.4% | -1.7% |
| 30D | -13.7% | +4.1% | -17.7% | -14.6% |
| 3M | -35.1% | +12.4% | -47.5% | -36.9% |
| 6M | +3.6% | +41.5% | -37.9% | -4.3% |
| YTD | -21.7% | +34.6% | -56.4% | -27.3% |
| 1Y | +1.3% | +57.9% | -56.6% | -9.3% |
| 3Y | +9.7% | +159.5% | -149.8% | -13.9% |
| 5Y | +117.4% | +198.5% | -81.1% | +63.2% |
| 10Y | +435.5% | +411.4% | +24.1% | +212.1% |
| All | +726.4% | +571.3% | +155.1% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling