+1.3%
FSLR vs FRSH
-3.3%
+4.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.8% |
| 7D | 0.0% | -8.2% | +8.1% | -0.7% |
| 30D | -13.7% | +10.5% | -24.2% | -12.7% |
| 3M | -35.1% | +32.7% | -67.8% | -32.5% |
| 6M | +3.6% | +50.3% | -46.7% | +9.6% |
| YTD | -21.7% | +3.9% | -25.7% | -15.1% |
| 1Y | +1.3% | -2.2% | +3.4% | +9.5% |
| All | +1.3% | -3.3% | +4.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling