+16.4%
FSLR vs FCEL
-59.7%
+76.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +18.8% | -14.5% | +1.3% |
| 7D | +6.8% | +4.0% | +2.8% | +5.7% |
| 30D | -14.7% | -13.1% | -1.6% | -13.6% |
| 3M | -22.6% | +14.6% | -37.1% | -28.5% |
| 6M | +12.7% | +133.7% | -121.0% | -13.3% |
| YTD | -18.4% | +143.0% | -161.3% | -38.7% |
| 1Y | +4.9% | +320.9% | -315.9% | -33.2% |
| 3Y | +16.4% | -58.9% | +75.3% | +15.0% |
| All | +16.4% | -59.7% | +76.1% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling