+454.3%
FSLR vs EXR
+147.0%
+307.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +6.8% | -0.7% | +7.5% | +7.1% |
| 30D | -14.7% | -6.9% | -7.8% | -12.7% |
| 3M | -22.6% | -3.0% | -19.6% | -22.1% |
| 6M | +12.7% | -2.9% | +15.6% | +13.2% |
| YTD | -18.4% | +9.3% | -27.6% | -21.4% |
| 1Y | +4.9% | -0.9% | +5.9% | +4.3% |
| 3Y | +16.4% | +24.7% | -8.3% | +5.7% |
| 5Y | +123.5% | -11.7% | +135.2% | +122.3% |
| 10Y | +454.3% | +148.4% | +305.9% | +307.6% |
| All | +454.3% | +147.0% | +307.3% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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