+474.3%
FSLR vs FTV
+80.4%
+393.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +6.8% | -0.4% | +7.2% | +7.0% |
| 30D | -14.7% | -8.3% | -6.4% | -10.7% |
| 3M | -22.6% | -7.4% | -15.2% | -19.8% |
| 6M | +12.7% | -1.2% | +13.9% | +12.1% |
| YTD | -18.4% | +2.7% | -21.1% | -21.3% |
| 1Y | +4.9% | +18.4% | -13.5% | -7.3% |
| 3Y | +16.4% | -2.0% | +18.4% | +12.3% |
| 5Y | +123.5% | +3.4% | +120.1% | +105.5% |
| All | +474.3% | +80.4% | +393.9% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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