+52.6%
FSLR vs EXPD
+60.9%
-8.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -14.8% | +5.5% | -20.3% | -16.6% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | -23.4% | +4.1% | -27.5% | -24.8% |
| 6M | -26.9% | +25.7% | -52.6% | -33.7% |
| YTD | -34.4% | +31.4% | -65.8% | -42.3% |
| 1Y | -33.2% | +42.2% | -75.4% | -43.2% |
| 3Y | +28.1% | +77.2% | -49.1% | -3.7% |
| All | +52.6% | +60.9% | -8.3% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling