+52.6%
FSLR vs FLUT
-52.1%
+104.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | -23.4% | -17.5% | -5.9% | -21.5% |
| 6M | -26.9% | -14.6% | -12.3% | -26.1% |
| YTD | -34.4% | -62.3% | +27.9% | -23.8% |
| 1Y | -33.2% | -59.6% | +26.4% | -23.4% |
| 3Y | +28.1% | -45.3% | +73.4% | +33.9% |
| All | +52.6% | -52.1% | +104.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling