+424.5%
FSLR vs FIVE
+478.4%
-53.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.7% |
| 7D | 0.0% | +4.3% | -4.3% | -1.1% |
| 30D | -13.7% | +12.5% | -26.2% | -16.3% |
| 3M | -35.1% | +31.2% | -66.3% | -39.5% |
| 6M | +3.6% | +14.4% | -10.7% | -0.8% |
| YTD | -21.7% | +33.9% | -55.6% | -28.1% |
| 1Y | +1.3% | +65.1% | -63.8% | -11.9% |
| 3Y | +9.7% | +49.0% | -39.3% | -7.6% |
| 5Y | +117.4% | +30.3% | +87.1% | +82.5% |
| All | +424.5% | +478.4% | -53.9% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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