+68.3%
FSLR vs FN
+148.3%
-80.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.9% | +3.8% |
| 7D | +10.7% | -16.0% | +26.6% | +14.2% |
| 30D | +8.9% | -40.1% | +49.0% | +20.9% |
| 3M | -17.3% | -43.9% | +26.6% | -8.1% |
| 6M | -10.8% | -55.6% | +44.9% | +3.8% |
| YTD | -25.1% | -35.7% | +10.6% | -22.4% |
| 1Y | -29.4% | -39.8% | +10.4% | -25.8% |
| 3Y | +28.8% | +80.3% | -51.4% | -2.6% |
| 5Y | +68.3% | +143.3% | -75.0% | +11.4% |
| All | +68.3% | +148.3% | -80.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling