+108.4%
FSLR vs NTRA
+171.1%
-62.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -0.1% | -0.5% | +0.3% | -0.1% |
| 30D | -14.0% | +4.3% | -18.3% | -14.8% |
| 3M | -16.9% | +50.6% | -67.5% | -23.9% |
| 6M | +4.7% | +63.9% | -59.2% | -6.5% |
| YTD | -20.7% | +42.4% | -63.1% | -27.5% |
| 1Y | +1.7% | +92.1% | -90.4% | -12.8% |
| 3Y | +13.1% | +501.7% | -488.7% | -25.8% |
| 5Y | +108.4% | +171.4% | -63.0% | +66.7% |
| All | +108.4% | +171.1% | -62.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling