+713.0%
FSLR vs EXR
+1,905.9%
-1,192.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +15.3% | +5.2% | +10.1% | +12.9% |
| 30D | +11.7% | +20.9% | -9.2% | +2.7% |
| 3M | -17.6% | +7.7% | -25.3% | -20.2% |
| 6M | -7.7% | +13.2% | -20.9% | -13.0% |
| YTD | -23.0% | +26.5% | -49.5% | -31.1% |
| 1Y | -26.0% | +27.2% | -53.2% | -34.1% |
| 3Y | +36.9% | +71.5% | -34.7% | +4.4% |
| 5Y | +72.9% | +0.4% | +72.6% | +63.0% |
| 10Y | +519.3% | +225.2% | +294.1% | +217.1% |
| All | +713.0% | +1,905.9% | -1,192.8% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling