+131.4%
FSLR vs NVT
+488.5%
-357.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -14.8% | +8.0% | -22.8% | -17.7% |
| 30D | -4.3% | -24.8% | +20.5% | +5.4% |
| 3M | -23.4% | -32.4% | +9.0% | -12.4% |
| 6M | -26.9% | -33.5% | +6.5% | -16.2% |
| YTD | -34.4% | +13.2% | -47.6% | -40.9% |
| 1Y | -33.2% | +9.0% | -42.2% | -38.8% |
| 3Y | +28.1% | +129.4% | -101.3% | -18.1% |
| 5Y | +54.5% | +230.1% | -175.6% | -17.3% |
| All | +131.4% | +488.5% | -357.1% | -9.1% |
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