+182.2%
FSLR vs NVT
+731.8%
-549.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -1.2% |
| 7D | +2.2% | +4.1% | -1.8% | +0.4% |
| 30D | -7.8% | -5.1% | -2.7% | -6.1% |
| 3M | -22.9% | -1.2% | -21.7% | -23.3% |
| 6M | +4.4% | +46.6% | -42.2% | -12.6% |
| YTD | -20.0% | +60.0% | -80.0% | -36.0% |
| 1Y | +2.8% | +70.8% | -68.0% | -19.7% |
| 3Y | +16.5% | +187.5% | -171.0% | -30.4% |
| 5Y | +110.3% | +426.1% | -315.9% | -5.1% |
| All | +182.2% | +731.8% | -549.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling