+55.3%
FSLR vs FIVE
+18.5%
+36.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.9% |
| 7D | -12.0% | +2.4% | -14.4% | -12.6% |
| 30D | -7.7% | +15.8% | -23.5% | -11.4% |
| 3M | -24.0% | +3.8% | -27.8% | -25.2% |
| 6M | -24.4% | +18.5% | -43.0% | -28.6% |
| YTD | -34.0% | +31.2% | -65.3% | -39.9% |
| 1Y | -35.6% | +61.8% | -97.4% | -44.6% |
| 3Y | +28.7% | +39.9% | -11.2% | +9.2% |
| 5Y | +55.3% | +18.3% | +37.0% | +29.5% |
| All | +55.3% | +18.5% | +36.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling