+321.1%
FSLR vs FTV
+119.0%
+202.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +15.3% | +0.2% | +15.1% | +15.2% |
| 30D | +11.7% | +15.7% | -4.0% | +3.3% |
| 3M | -17.6% | +7.5% | -25.1% | -20.9% |
| 6M | -7.7% | +8.5% | -16.2% | -12.3% |
| YTD | -23.0% | +18.8% | -41.8% | -31.3% |
| 1Y | -26.0% | +28.5% | -54.6% | -36.9% |
| 3Y | +36.9% | +34.0% | +2.9% | +10.8% |
| 5Y | +72.9% | +12.6% | +60.3% | +52.5% |
| 10Y | +519.3% | +111.4% | +407.9% | +321.9% |
| All | +321.1% | +119.0% | +202.0% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling