+52.6%
FSLR vs NTR
+19.8%
+32.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -14.8% | -0.3% | -14.5% | -14.7% |
| 30D | -4.3% | +2.0% | -6.3% | -4.8% |
| 3M | -23.4% | +6.4% | -29.8% | -24.8% |
| 6M | -26.9% | +1.6% | -28.6% | -27.6% |
| YTD | -34.4% | +18.2% | -52.6% | -38.3% |
| 1Y | -33.2% | +23.9% | -57.1% | -38.3% |
| 3Y | +28.1% | +44.7% | -16.6% | +11.8% |
| All | +52.6% | +19.8% | +32.8% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling