+52.6%
FSLR vs EXPE
+46.0%
+6.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -14.8% | -0.5% | -14.3% | -14.7% |
| 30D | -4.3% | -6.1% | +1.8% | -3.8% |
| 3M | -23.4% | -21.3% | -2.1% | -21.1% |
| 6M | -26.9% | +19.0% | -45.9% | -29.9% |
| YTD | -34.4% | -8.4% | -26.0% | -35.0% |
| 1Y | -33.2% | -2.8% | -30.4% | -34.7% |
| 3Y | +28.1% | +120.8% | -92.7% | -0.1% |
| All | +52.6% | +46.0% | +6.6% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling