+176.0%
FSLR vs NVT
+699.2%
-523.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.6% |
| 7D | 0.0% | +5.1% | -5.1% | -2.2% |
| 30D | -13.7% | -3.7% | -10.0% | -12.7% |
| 3M | -35.1% | -10.1% | -24.9% | -32.4% |
| 6M | +3.6% | +37.5% | -33.8% | -10.7% |
| YTD | -21.7% | +53.7% | -75.5% | -36.2% |
| 1Y | +1.3% | +70.9% | -69.6% | -20.8% |
| 3Y | +9.7% | +180.4% | -170.7% | -33.8% |
| 5Y | +117.4% | +393.5% | -276.1% | +0.9% |
| All | +176.0% | +699.2% | -523.2% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling