-2.4%
FSLR vs NVD
-98.6%
+96.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.0% | -12.3% | -2.0% |
| 7D | -12.0% | +17.0% | -29.0% | -9.8% |
| 30D | -7.7% | +77.3% | -84.9% | +0.4% |
| 3M | -24.0% | +61.6% | -85.6% | -17.9% |
| 6M | -24.4% | +40.7% | -65.1% | -18.6% |
| YTD | -34.0% | -10.5% | -23.6% | -32.1% |
| 1Y | -35.6% | -6.1% | -29.5% | -33.0% |
| 3Y | +28.7% | -98.4% | +127.1% | +5.7% |
| All | -2.4% | -98.6% | +96.2% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling