+17.4%
FSLR vs NVD
-99.1%
+116.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | +2.6% |
| 7D | -0.1% | +9.0% | -9.2% | +1.0% |
| 30D | -14.0% | -5.5% | -8.5% | -14.3% |
| 3M | -16.9% | -24.6% | +7.7% | -18.8% |
| 6M | +4.7% | -42.1% | +46.8% | +0.1% |
| YTD | -20.7% | -44.3% | +23.6% | -24.1% |
| 1Y | +1.7% | -54.2% | +55.8% | -4.0% |
| 3Y | +13.1% | -99.1% | +112.2% | -14.5% |
| All | +17.4% | -99.1% | +116.5% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling