+1.3%
FSLR vs NTRA
+96.0%
-94.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -13.7% | +19.5% | -33.2% | -16.0% |
| 3M | -35.1% | +47.8% | -82.8% | -38.7% |
| 6M | +3.6% | +61.6% | -58.0% | -4.4% |
| YTD | -21.7% | +43.3% | -65.0% | -27.2% |
| 1Y | +1.3% | +97.0% | -95.8% | -13.2% |
| All | +1.3% | +96.0% | -94.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling