+16.4%
FSLR vs NVD
-99.2%
+115.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +4.8% |
| 7D | +6.8% | -7.7% | +14.5% | +5.7% |
| 30D | -14.7% | -5.8% | -8.9% | -15.0% |
| 3M | -22.6% | -23.2% | +0.6% | -24.1% |
| 6M | +12.7% | -49.7% | +62.4% | +5.9% |
| YTD | -18.4% | -47.7% | +29.3% | -22.5% |
| 1Y | +4.9% | -61.3% | +66.3% | -3.0% |
| 3Y | +16.4% | -99.2% | +115.6% | -11.7% |
| All | +16.4% | -99.2% | +115.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling