+52.6%
FSLR vs FRSH
-66.7%
+119.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +4.6% | -19.4% | -15.5% |
| 30D | -4.3% | -7.5% | +3.2% | -3.4% |
| 3M | -23.4% | -0.1% | -23.3% | -23.8% |
| 6M | -26.9% | +54.5% | -81.5% | -33.4% |
| YTD | -34.4% | +3.4% | -37.8% | -36.1% |
| 1Y | -33.2% | +6.4% | -39.6% | -35.4% |
| 3Y | +28.1% | -26.3% | +54.3% | +30.0% |
| All | +52.6% | -66.7% | +119.3% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling