+202.8%
FSLR vs NTR
+103.6%
+99.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +6.8% | +3.8% | +3.0% | +5.4% |
| 30D | -14.7% | +25.2% | -40.0% | -21.5% |
| 3M | -22.6% | +21.0% | -43.6% | -28.3% |
| 6M | +12.7% | +7.6% | +5.1% | +8.3% |
| YTD | -18.4% | +32.9% | -51.2% | -27.8% |
| 1Y | +4.9% | +43.1% | -38.1% | -10.4% |
| 3Y | +16.4% | +41.6% | -25.2% | -1.8% |
| 5Y | +123.5% | +54.8% | +68.7% | +64.1% |
| All | +202.8% | +103.6% | +99.2% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling