+2.8%
FSLR vs NVD
-52.8%
+55.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +2.2% | +10.8% | -8.6% | +3.8% |
| 30D | -7.8% | +0.8% | -8.6% | -7.3% |
| 3M | -22.9% | -20.8% | -2.1% | -24.4% |
| 6M | +4.4% | -41.2% | +45.5% | -0.7% |
| YTD | -20.0% | -44.2% | +24.2% | -23.2% |
| 1Y | +2.8% | -54.2% | +57.0% | -1.9% |
| All | +2.8% | -52.8% | +55.6% | -1.9% |
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