+619.9%
FSLR vs FCEL
-100.0%
+719.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.5% |
| 7D | -8.4% | +3.9% | -12.3% | -9.3% |
| 30D | -0.9% | -33.1% | +32.2% | +4.1% |
| 3M | -26.1% | -43.0% | +16.9% | -21.6% |
| 6M | -23.6% | -31.3% | +7.7% | -25.3% |
| YTD | -31.8% | +49.8% | -81.6% | -42.6% |
| 1Y | -32.6% | +48.2% | -80.7% | -43.7% |
| 3Y | +33.0% | -64.6% | +97.6% | +22.7% |
| 5Y | +56.8% | -96.7% | +153.5% | +90.6% |
| 10Y | +455.6% | -99.0% | +554.6% | +464.9% |
| All | +619.9% | -100.0% | +719.9% | +826.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling