-35.6%
FSLR vs EXPD
+41.2%
-76.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.3% |
| 7D | -12.0% | +3.6% | -15.6% | -12.5% |
| 30D | -7.7% | +0.3% | -7.9% | -7.8% |
| 3M | -24.0% | +6.1% | -30.1% | -24.9% |
| 6M | -24.4% | +27.4% | -51.8% | -28.2% |
| YTD | -34.0% | +32.0% | -66.0% | -41.3% |
| 1Y | -35.6% | +40.5% | -76.1% | -44.7% |
| All | -35.6% | +41.2% | -76.8% | -44.7% |
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 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