+1.3%
FSLR vs NVD
-61.9%
+63.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.6% |
| 7D | 0.0% | -11.1% | +11.1% | -1.6% |
| 30D | -13.7% | -13.3% | -0.4% | -14.9% |
| 3M | -35.1% | -19.8% | -15.3% | -36.3% |
| 6M | +3.6% | -48.8% | +52.4% | -2.9% |
| YTD | -21.7% | -49.7% | +27.9% | -25.9% |
| 1Y | +1.3% | -61.4% | +62.6% | -3.7% |
| All | +1.3% | -61.9% | +63.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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