+15.5%
FSLR vs FRSH
-46.5%
+62.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -0.1% | -11.2% | +11.0% | +1.3% |
| 30D | -14.0% | -0.8% | -13.2% | -14.0% |
| 3M | -16.9% | +26.4% | -43.3% | -19.6% |
| 6M | +4.7% | +48.4% | -43.6% | -1.9% |
| YTD | -20.7% | -3.1% | -17.6% | -19.6% |
| 1Y | +1.7% | -8.7% | +10.4% | +4.1% |
| All | +15.5% | -46.5% | +62.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling