+52.6%
FSLR vs NTRA
+177.5%
-124.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -14.8% | +2.7% | -17.5% | -15.2% |
| 30D | -4.3% | -19.2% | +14.9% | -1.1% |
| 3M | -23.4% | +2.7% | -26.1% | -24.6% |
| 6M | -26.9% | +63.4% | -90.3% | -34.8% |
| YTD | -34.4% | +39.3% | -73.7% | -40.3% |
| 1Y | -33.2% | +59.0% | -92.2% | -40.9% |
| 3Y | +28.1% | +557.4% | -529.3% | -17.1% |
| All | +52.6% | +177.5% | -124.9% | +16.6% |
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