+726.4%
FSLR vs FCEL
-100.0%
+826.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | 0.0% | -15.8% | +15.8% | +2.2% |
| 30D | -13.7% | -29.3% | +15.6% | -9.9% |
| 3M | -35.1% | -30.1% | -4.9% | -34.7% |
| 6M | +3.6% | +74.4% | -70.8% | -12.3% |
| YTD | -21.7% | +104.5% | -126.3% | -36.0% |
| 1Y | +1.3% | +281.4% | -280.1% | -26.8% |
| 3Y | +9.7% | -66.1% | +75.8% | +2.9% |
| 5Y | +117.4% | -91.9% | +209.2% | +134.3% |
| 10Y | +435.5% | -99.2% | +534.7% | +494.4% |
| All | +726.4% | -100.0% | +826.3% | +932.1% |
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