+726.4%
FSLR vs MET
+223.9%
+502.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -13.7% | +1.4% | -15.1% | -14.2% |
| 3M | -35.1% | +17.7% | -52.8% | -40.0% |
| 6M | +3.6% | +35.0% | -31.4% | -10.2% |
| YTD | -21.7% | +26.3% | -48.0% | -30.4% |
| 1Y | +1.3% | +22.8% | -21.5% | -9.0% |
| 3Y | +9.7% | +65.9% | -56.2% | -15.8% |
| 5Y | +117.4% | +85.4% | +32.0% | +55.0% |
| 10Y | +435.5% | +253.7% | +181.8% | +161.3% |
| All | +726.4% | +223.9% | +502.5% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling