+272.8%
FSLR vs FTV
+127.5%
+145.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -8.4% | -0.7% | -7.8% | -8.3% |
| 30D | -0.9% | +18.3% | -19.2% | -9.6% |
| 3M | -26.1% | +10.2% | -36.3% | -30.0% |
| 6M | -23.6% | +12.8% | -36.5% | -29.0% |
| YTD | -31.8% | +23.4% | -55.2% | -40.5% |
| 1Y | -32.6% | +31.4% | -64.0% | -43.2% |
| 3Y | +33.0% | +38.7% | -5.7% | +5.6% |
| 5Y | +56.8% | +18.6% | +38.2% | +34.3% |
| 10Y | +455.6% | +110.1% | +345.4% | +272.4% |
| All | +272.8% | +127.5% | +145.4% | +145.0% |
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