+118.4%
FSLR vs FRSH
-72.5%
+190.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | -6.6% | +8.8% | +3.4% |
| 30D | -7.8% | +2.1% | -9.9% | -8.3% |
| 3M | -22.9% | +29.0% | -51.9% | -26.6% |
| 6M | +4.4% | +48.6% | -44.2% | -4.0% |
| YTD | -20.0% | -2.9% | -17.0% | -20.8% |
| 1Y | +2.8% | -7.9% | +10.7% | +2.6% |
| 3Y | +16.5% | -46.5% | +63.0% | +26.4% |
| All | +118.4% | -72.5% | +190.9% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling