+15.1%
FSLR vs NVD
-99.2%
+114.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.6% | -4.5% |
| 7D | +0.2% | +0.5% | -0.3% | +0.3% |
| 30D | -15.1% | -9.3% | -5.9% | -15.9% |
| 3M | -22.5% | -22.1% | -0.5% | -24.0% |
| 6M | +4.0% | -45.8% | +49.8% | -1.5% |
| YTD | -22.3% | -46.7% | +24.5% | -26.1% |
| 1Y | 0.0% | -59.5% | +59.5% | -7.0% |
| 3Y | +10.9% | -99.2% | +110.0% | -16.7% |
| All | +15.1% | -99.2% | +114.2% | -13.5% |
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