+458.5%
FSLR vs NTRA
+3,199.2%
-2,740.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -7.8% | +4.1% | -11.9% | -8.6% |
| 3M | -22.9% | +50.0% | -73.0% | -29.2% |
| 6M | +4.4% | +67.3% | -62.9% | -6.7% |
| YTD | -20.0% | +43.6% | -63.6% | -26.7% |
| 1Y | +2.8% | +89.2% | -86.4% | -10.8% |
| 3Y | +16.5% | +502.5% | -486.0% | -21.5% |
| 5Y | +110.3% | +173.8% | -63.5% | +52.7% |
| All | +458.5% | +3,199.2% | -2,740.7% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling