+28.1%
FSLR vs EXPE
+121.7%
-93.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -14.8% | -0.5% | -14.3% | -14.8% |
| 30D | -4.3% | -6.1% | +1.8% | -4.1% |
| 3M | -23.4% | -21.3% | -2.1% | -22.4% |
| 6M | -26.9% | +19.0% | -45.9% | -28.4% |
| YTD | -34.4% | -8.4% | -26.0% | -34.2% |
| 1Y | -33.2% | -2.8% | -30.4% | -33.7% |
| 3Y | +28.1% | +120.8% | -92.7% | -5.4% |
| All | +28.1% | +121.7% | -93.6% | -5.4% |
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