+420.9%
FSLR vs MET
+195.0%
+225.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.8% |
| 7D | -12.0% | +2.1% | -14.1% | -12.8% |
| 30D | -7.7% | +1.8% | -9.5% | -8.5% |
| 3M | -24.0% | +6.0% | -30.0% | -26.0% |
| 6M | -24.4% | +31.1% | -55.6% | -32.9% |
| YTD | -34.0% | +32.6% | -66.6% | -42.0% |
| 1Y | -35.6% | +30.5% | -66.1% | -43.0% |
| 3Y | +28.7% | +83.6% | -54.9% | -4.0% |
| 5Y | +55.3% | +84.2% | -28.8% | +14.0% |
| All | +420.9% | +195.0% | +225.8% | +187.4% |
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