+36.9%
FSLR vs FIVE
+34.8%
+2.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +15.3% | -0.3% | +15.6% | +15.3% |
| 30D | +11.7% | +17.7% | -6.0% | +7.3% |
| 3M | -17.6% | +4.0% | -21.6% | -18.7% |
| 6M | -7.7% | +2.6% | -10.3% | -9.2% |
| YTD | -23.0% | +27.6% | -50.6% | -28.4% |
| 1Y | -26.0% | +59.9% | -86.0% | -35.0% |
| 3Y | +36.9% | +35.8% | +1.1% | +9.8% |
| All | +36.9% | +34.8% | +2.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling