+28.1%
FSLR vs FLUT
-45.9%
+74.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -14.8% | -0.7% | -14.1% | -14.7% |
| 30D | -4.3% | +9.3% | -13.5% | -5.1% |
| 3M | -23.4% | -17.5% | -5.9% | -22.4% |
| 6M | -26.9% | -14.6% | -12.3% | -26.5% |
| YTD | -34.4% | -62.3% | +27.9% | -26.5% |
| 1Y | -33.2% | -59.6% | +26.4% | -25.9% |
| 3Y | +28.1% | -45.3% | +73.4% | +30.3% |
| All | +28.1% | -45.9% | +74.0% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling