+105.4%
FSLR vs NVT
+420.2%
-314.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -3.6% |
| 7D | +0.2% | +7.0% | -6.8% | -2.9% |
| 30D | -15.1% | -2.3% | -12.8% | -14.7% |
| 3M | -22.5% | -3.1% | -19.5% | -22.1% |
| 6M | +4.0% | +47.0% | -43.1% | -13.8% |
| YTD | -22.3% | +56.2% | -78.5% | -37.8% |
| 1Y | 0.0% | +74.5% | -74.5% | -23.5% |
| 3Y | +10.9% | +184.0% | -173.2% | -35.9% |
| 5Y | +105.4% | +410.8% | -305.4% | -14.6% |
| All | +105.4% | +420.2% | -314.8% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling