+726.4%
FSLR vs EXPD
+404.7%
+321.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | -13.7% | +4.1% | -17.7% | -16.1% |
| 3M | -35.1% | +17.9% | -53.0% | -42.0% |
| 6M | +3.6% | +29.2% | -25.6% | -13.3% |
| YTD | -21.7% | +27.4% | -49.1% | -35.0% |
| 1Y | +1.3% | +56.8% | -55.6% | -27.4% |
| 3Y | +9.7% | +68.0% | -58.3% | -26.8% |
| 5Y | +117.4% | +61.9% | +55.5% | +42.5% |
| 10Y | +435.5% | +316.0% | +119.5% | +65.6% |
| All | +726.4% | +404.7% | +321.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling