+363.2%
FSLR vs NTRA
+1,700.8%
-1,337.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +6.8% | +1.1% | +5.8% | +6.6% |
| 30D | -14.7% | +0.6% | -15.4% | -14.8% |
| 3M | -22.6% | +51.8% | -74.4% | -28.4% |
| 6M | +12.7% | +63.6% | -50.9% | +2.3% |
| YTD | -18.4% | +41.5% | -59.9% | -24.4% |
| 1Y | +4.9% | +93.6% | -88.7% | -8.0% |
| 3Y | +16.4% | +498.0% | -481.6% | -18.0% |
| 5Y | +123.5% | +172.5% | -49.0% | +67.5% |
| 10Y | +454.3% | +2,960.8% | -2,506.5% | +196.7% |
| All | +363.2% | +1,700.8% | -1,337.6% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling