+474.3%
FSLR vs MET
+244.4%
+230.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.2% |
| 7D | +6.8% | +1.1% | +5.7% | +6.3% |
| 30D | -14.7% | -2.3% | -12.4% | -14.0% |
| 3M | -22.6% | +13.9% | -36.4% | -26.8% |
| 6M | +12.7% | +34.8% | -22.1% | -0.8% |
| YTD | -18.4% | +23.5% | -41.9% | -25.7% |
| 1Y | +4.9% | +23.4% | -18.5% | -4.7% |
| 3Y | +16.4% | +64.9% | -48.5% | -8.3% |
| 5Y | +123.5% | +82.0% | +41.4% | +66.1% |
| All | +474.3% | +244.4% | +230.0% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling