+108.4%
FSLR vs NTR
+45.0%
+63.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.7% |
| 7D | -0.1% | -2.5% | +2.3% | +0.5% |
| 30D | -14.0% | +17.0% | -31.0% | -17.7% |
| 3M | -16.9% | +22.2% | -39.1% | -21.9% |
| 6M | +4.7% | +5.2% | -0.4% | +2.4% |
| YTD | -20.7% | +29.7% | -50.4% | -27.3% |
| 1Y | +1.7% | +39.4% | -37.7% | -9.2% |
| 3Y | +13.1% | +38.2% | -25.1% | -0.8% |
| 5Y | +108.4% | +47.6% | +60.8% | +48.4% |
| All | +108.4% | +45.0% | +63.4% | +48.4% |
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