+196.8%
FSLR vs NTR
+97.9%
+98.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -7.8% | +16.8% | -24.6% | -13.0% |
| 3M | -22.9% | +20.7% | -43.7% | -28.7% |
| 6M | +4.4% | +0.5% | +3.8% | +2.9% |
| YTD | -20.0% | +29.2% | -49.2% | -28.6% |
| 1Y | +2.8% | +39.6% | -36.8% | -11.4% |
| 3Y | +16.5% | +37.9% | -21.3% | -0.7% |
| 5Y | +110.3% | +47.1% | +63.2% | +57.6% |
| All | +196.8% | +97.9% | +98.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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