+1.7%
FSLR vs FTV
+15.4%
-13.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | -0.1% | -5.2% | +5.1% | +0.5% |
| 30D | -14.0% | -11.5% | -2.5% | -12.8% |
| 3M | -16.9% | -9.0% | -7.8% | -15.9% |
| 6M | +4.7% | -2.0% | +6.8% | +4.7% |
| YTD | -20.7% | -0.9% | -19.8% | -20.5% |
| 1Y | +1.7% | +14.8% | -13.1% | +8.5% |
| All | +1.7% | +15.4% | -13.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling