+495.8%
FSLR vs FE
+107.4%
+388.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +15.3% | 0.0% | +15.4% | +15.3% |
| 30D | +11.7% | +5.2% | +6.5% | +9.7% |
| 3M | -17.6% | 0.0% | -17.6% | -17.6% |
| 6M | -7.7% | +5.0% | -12.8% | -9.6% |
| YTD | -23.0% | +7.9% | -30.9% | -25.5% |
| 1Y | -26.0% | +6.3% | -32.4% | -28.1% |
| 3Y | +36.9% | +46.0% | -9.2% | +17.5% |
| 5Y | +72.9% | +45.6% | +27.3% | +48.2% |
| All | +495.8% | +107.4% | +388.4% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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