+36.9%
FSLR vs EXPE
+131.0%
-94.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +3.1% |
| 7D | +15.3% | -9.3% | +24.7% | +15.9% |
| 30D | +11.7% | +0.1% | +11.5% | +11.4% |
| 3M | -17.6% | -15.3% | -2.3% | -17.0% |
| 6M | -7.7% | +5.5% | -13.2% | -8.8% |
| YTD | -23.0% | -8.0% | -15.0% | -22.8% |
| 1Y | -26.0% | +18.9% | -44.9% | -28.8% |
| 3Y | +36.9% | +135.5% | -98.7% | +2.7% |
| All | +36.9% | +131.0% | -94.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling