-26.0%
FSLR vs NTRA
+99.0%
-125.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | +10.3% | -7.9% | +18.2% | +11.1% |
| 30D | +10.4% | -8.1% | +18.5% | +11.2% |
| 3M | -20.2% | +42.1% | -62.3% | -23.9% |
| 6M | -8.0% | +84.8% | -92.8% | -15.0% |
| YTD | -25.5% | +70.7% | -96.2% | -33.0% |
| 1Y | -26.0% | +99.0% | -125.0% | -40.4% |
| All | -26.0% | +99.0% | -125.0% | -40.4% |
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