+726.4%
FSLR vs ITOT
+672.1%
+54.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | 0.0% | -13.7% | -13.6% |
| 3M | -35.1% | +2.0% | -37.0% | -36.1% |
| 6M | +3.6% | +13.0% | -9.4% | -10.6% |
| YTD | -21.7% | +14.0% | -35.7% | -33.5% |
| 1Y | +1.3% | +19.9% | -18.6% | -19.2% |
| 3Y | +9.7% | +75.8% | -66.1% | -47.4% |
| 5Y | +117.4% | +73.8% | +43.5% | +4.3% |
| 10Y | +435.5% | +295.9% | +139.6% | -21.9% |
| All | +726.4% | +672.1% | +54.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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