+80.9%
FSLR vs FLNC
-67.0%
+147.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.4% | +2.6% |
| 7D | +6.8% | +6.0% | +0.9% | +5.2% |
| 30D | -14.7% | -16.3% | +1.6% | -11.0% |
| 3M | -22.6% | -54.1% | +31.6% | -7.1% |
| 6M | +12.7% | -25.3% | +38.0% | +10.6% |
| YTD | -18.4% | -44.2% | +25.8% | -16.9% |
| 1Y | +4.9% | +53.1% | -48.2% | -26.2% |
| 3Y | +16.4% | -58.3% | +74.7% | +2.3% |
| All | +80.9% | -67.0% | +147.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling