-33.2%
FSLR vs EXPD
+40.4%
-73.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -14.8% | +5.5% | -20.3% | -15.5% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | -23.4% | +4.1% | -27.5% | -24.0% |
| 6M | -26.9% | +25.7% | -52.6% | -30.3% |
| YTD | -34.4% | +31.4% | -65.8% | -41.1% |
| 1Y | -33.2% | +42.2% | -75.4% | -43.1% |
| All | -33.2% | +40.4% | -73.7% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling