+455.6%
FSLR vs FCEL
-99.0%
+554.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.2% |
| 7D | -8.4% | +3.9% | -12.3% | -9.1% |
| 30D | -0.9% | -33.1% | +32.2% | +2.6% |
| 3M | -26.1% | -43.0% | +16.9% | -22.9% |
| 6M | -23.6% | -31.3% | +7.7% | -24.6% |
| YTD | -31.8% | +49.8% | -81.6% | -39.2% |
| 1Y | -32.6% | +48.2% | -80.7% | -40.2% |
| 3Y | +33.0% | -64.6% | +97.6% | +26.2% |
| 5Y | +56.8% | -96.7% | +153.5% | +72.4% |
| 10Y | +455.6% | -99.0% | +554.6% | +695.5% |
| All | +455.6% | -99.0% | +554.5% | +695.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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