+466.4%
FSLR vs FE
+110.9%
+355.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.1% | -10.1% | -10.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +1.8% | +4.3% | -2.5% | +0.3% |
| 3M | -24.4% | +0.4% | -24.8% | -24.5% |
| 6M | -17.7% | +6.9% | -24.7% | -19.9% |
| YTD | -30.7% | +8.0% | -38.7% | -33.0% |
| 1Y | -33.6% | +4.8% | -38.4% | -35.1% |
| 3Y | +35.1% | +49.0% | -13.8% | +15.2% |
| 5Y | +63.1% | +46.2% | +16.8% | +39.7% |
| 10Y | +466.4% | +120.9% | +345.6% | +297.4% |
| All | +466.4% | +110.9% | +355.6% | +297.4% |
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