-2.9%
FSLR vs NVD
-98.5%
+95.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | 0.0% |
| 7D | -14.8% | +28.6% | -43.4% | -11.6% |
| 30D | -4.3% | +73.6% | -77.9% | +3.8% |
| 3M | -23.4% | +70.1% | -93.5% | -16.6% |
| 6M | -26.9% | +53.6% | -80.5% | -20.4% |
| YTD | -34.4% | -7.0% | -27.4% | -32.1% |
| 1Y | -33.2% | -9.0% | -24.2% | -30.8% |
| 3Y | +28.1% | -98.3% | +126.4% | +5.8% |
| All | -2.9% | -98.5% | +95.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling