+495.8%
FSLR vs EXPD
+304.0%
+191.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.7% |
| 7D | +15.3% | -7.2% | +22.5% | +18.8% |
| 30D | +11.7% | -3.3% | +14.9% | +13.0% |
| 3M | -17.6% | +3.4% | -21.0% | -19.1% |
| 6M | -7.7% | +22.7% | -30.4% | -16.2% |
| YTD | -23.0% | +24.5% | -47.5% | -31.5% |
| 1Y | -26.0% | +38.6% | -64.7% | -37.4% |
| 3Y | +36.9% | +71.5% | -34.6% | +2.7% |
| 5Y | +72.9% | +56.2% | +16.7% | +32.5% |
| All | +495.8% | +304.0% | +191.8% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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