+116.4%
FSLR vs FLUT
-50.4%
+166.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -13.7% | +7.7% | -21.4% | -14.7% |
| 3M | -35.1% | -0.7% | -34.4% | -35.4% |
| 6M | +3.6% | -11.2% | +14.8% | +4.4% |
| YTD | -21.7% | -53.4% | +31.7% | -11.9% |
| 1Y | +1.3% | -65.8% | +67.0% | +20.0% |
| 3Y | +9.7% | -44.9% | +54.6% | +16.1% |
| All | +116.4% | -50.4% | +166.8% | +113.3% |
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 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