+420.9%
FSLR vs FN
+763.2%
-342.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.9% | -2.2% |
| 7D | -12.0% | +20.8% | -32.8% | -16.5% |
| 30D | -7.7% | -17.3% | +9.6% | -4.6% |
| 3M | -24.0% | -38.1% | +14.1% | -16.7% |
| 6M | -24.4% | -44.2% | +19.8% | -16.1% |
| YTD | -34.0% | -22.3% | -11.8% | -35.0% |
| 1Y | -35.6% | -20.9% | -14.7% | -37.0% |
| 3Y | +28.7% | +111.1% | -82.4% | -10.7% |
| 5Y | +55.3% | +191.8% | -136.5% | -6.3% |
| All | +420.9% | +763.2% | -342.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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