+442.6%
FSLR vs FITB
+287.0%
+155.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -15.1% | -5.1% | -10.0% | -13.6% |
| 3M | -22.5% | +3.5% | -26.1% | -23.7% |
| 6M | +4.0% | +17.2% | -13.3% | -2.2% |
| YTD | -22.3% | +17.6% | -39.9% | -27.3% |
| 1Y | 0.0% | +23.4% | -23.3% | -8.3% |
| 3Y | +10.9% | +129.7% | -118.9% | -20.3% |
| 5Y | +105.4% | +68.4% | +37.0% | +57.7% |
| All | +442.6% | +287.0% | +155.6% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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