+454.3%
FSLR vs FLUT
-9.2%
+463.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +6.8% | +3.8% | +3.0% | +6.3% |
| 30D | -14.7% | +6.3% | -21.0% | -15.4% |
| 3M | -22.6% | -4.0% | -18.5% | -22.6% |
| 6M | +12.7% | -10.3% | +23.0% | +13.3% |
| YTD | -18.4% | -53.2% | +34.8% | -10.5% |
| 1Y | +4.9% | -65.0% | +70.0% | +19.5% |
| 3Y | +16.4% | -43.9% | +60.3% | +22.0% |
| 5Y | +123.5% | -49.2% | +172.7% | +128.2% |
| 10Y | +454.3% | -9.2% | +463.5% | +442.2% |
| All | +454.3% | -9.2% | +463.5% | +442.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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