+122.8%
FSLR vs FRSH
-72.0%
+194.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.3% | +5.1% |
| 7D | +6.8% | -10.1% | +16.9% | +8.6% |
| 30D | -14.7% | +2.2% | -16.9% | -15.2% |
| 3M | -22.6% | +28.6% | -51.2% | -26.2% |
| 6M | +12.7% | +40.2% | -27.5% | +4.8% |
| YTD | -18.4% | -1.2% | -17.1% | -19.4% |
| 1Y | +4.9% | -7.9% | +12.9% | +4.8% |
| 3Y | +16.4% | -44.7% | +61.1% | +25.5% |
| All | +122.8% | -72.0% | +194.8% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling