+720.9%
FSLR vs NRG
+477.2%
+243.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.2% | -3.2% |
| 7D | +0.2% | +3.9% | -3.6% | -1.6% |
| 30D | -15.1% | -3.0% | -12.2% | -14.3% |
| 3M | -22.5% | -10.9% | -11.6% | -20.0% |
| 6M | +4.0% | -25.3% | +29.2% | +15.1% |
| YTD | -22.3% | -26.8% | +4.6% | -13.9% |
| 1Y | 0.0% | -23.3% | +23.3% | +7.9% |
| 3Y | +10.9% | +208.6% | -197.8% | -41.6% |
| 5Y | +105.4% | +194.1% | -88.8% | +6.6% |
| 10Y | +447.0% | +1,123.6% | -676.6% | +21.6% |
| All | +720.9% | +477.2% | +243.8% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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