-31.5%
FSLR vs FLUT
-64.2%
+32.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.2% | -5.6% |
| 7D | -2.6% | -1.5% | -1.2% | -2.6% |
| 30D | +1.8% | +3.4% | -1.6% | +1.7% |
| 3M | -24.4% | -12.5% | -11.9% | -24.4% |
| 6M | -17.7% | -18.5% | +0.7% | -17.8% |
| YTD | -30.7% | -61.6% | +30.9% | -17.8% |
| All | -31.5% | -64.2% | +32.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling