-26.0%
FSLR vs EXPD
+35.2%
-61.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | +15.3% | -7.2% | +22.5% | +16.8% |
| 30D | +11.7% | -3.3% | +14.9% | +12.2% |
| 3M | -17.6% | +3.4% | -21.0% | -18.3% |
| 6M | -7.7% | +22.7% | -30.4% | -12.0% |
| YTD | -23.0% | +24.5% | -47.5% | -30.6% |
| 1Y | -26.0% | +38.6% | -64.7% | -37.1% |
| All | -26.0% | +35.2% | -61.2% | -37.1% |
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