+328.0%
FSLR vs FTV
+90.8%
+237.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | 0.0% | -4.5% | +4.5% | +2.4% |
| 30D | -13.7% | -7.1% | -6.6% | -10.3% |
| 3M | -35.1% | -7.2% | -27.9% | -32.9% |
| 6M | +3.6% | -1.5% | +5.1% | +3.3% |
| YTD | -21.7% | +3.5% | -25.2% | -24.8% |
| 1Y | +1.3% | +20.3% | -19.1% | -11.1% |
| 3Y | +9.7% | -3.1% | +12.8% | +6.6% |
| 5Y | +117.4% | +2.3% | +115.0% | +101.5% |
| 10Y | +435.5% | +76.3% | +359.2% | +296.7% |
| All | +328.0% | +90.8% | +237.2% | +209.6% |
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