+33.2%
FSLR vs EXPD
+72.7%
-39.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.0% |
| 7D | +10.7% | -4.8% | +15.5% | +12.2% |
| 30D | +8.9% | -1.5% | +10.4% | +9.2% |
| 3M | -17.3% | +4.1% | -21.4% | -18.6% |
| 6M | -10.8% | +24.0% | -34.8% | -17.3% |
| YTD | -25.1% | +27.4% | -52.5% | -32.0% |
| 1Y | -29.4% | +38.4% | -67.8% | -38.0% |
| All | +33.2% | +72.7% | -39.5% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling