+454.3%
FSLR vs EXPE
+155.3%
+299.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.9% | +12.2% | +5.8% |
| 7D | +6.8% | -9.8% | +16.6% | +8.7% |
| 30D | -14.7% | -11.5% | -3.2% | -13.0% |
| 3M | -22.6% | +21.7% | -44.3% | -26.0% |
| 6M | +12.7% | +10.4% | +2.3% | +9.0% |
| YTD | -18.4% | -2.5% | -15.8% | -19.9% |
| 1Y | +4.9% | +27.3% | -22.4% | -3.5% |
| 3Y | +16.4% | +153.5% | -137.1% | -11.4% |
| 5Y | +123.5% | +91.1% | +32.4% | +73.6% |
| 10Y | +454.3% | +153.1% | +301.2% | +218.7% |
| All | +454.3% | +155.3% | +299.0% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling