+495.8%
FSLR vs FN
+753.0%
-257.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | -0.2% |
| 7D | +15.3% | 0.0% | +15.4% | +14.2% |
| 30D | +11.7% | -34.3% | +46.0% | +22.5% |
| 3M | -17.6% | -39.9% | +22.2% | -9.0% |
| 6M | -7.7% | -51.8% | +44.1% | +6.8% |
| YTD | -23.0% | -28.1% | +5.1% | -22.3% |
| 1Y | -26.0% | -29.1% | +3.0% | -25.3% |
| 3Y | +36.9% | +102.4% | -65.6% | -3.8% |
| 5Y | +72.9% | +171.7% | -98.7% | +6.5% |
| All | +495.8% | +753.0% | -257.2% | +182.8% |
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