+36.9%
FSLR vs FXI
+41.7%
-4.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +15.3% | +5.7% | +9.7% | +12.8% |
| 30D | +11.7% | +4.6% | +7.1% | +9.6% |
| 3M | -17.6% | -2.8% | -14.8% | -16.7% |
| 6M | -7.7% | -6.1% | -1.7% | -5.5% |
| YTD | -23.0% | -8.0% | -15.0% | -20.6% |
| 1Y | -26.0% | -11.3% | -14.7% | -22.6% |
| 3Y | +36.9% | +42.6% | -5.8% | +24.2% |
| All | +36.9% | +41.7% | -4.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 3y: compounded portfolio wealth divided by compounded FXI 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…
3y analysis · Full analysis span regression · 6 months rolling