+33.1%
FSLR vs NVTS
+62.2%
-29.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -8.9% | -2.1% |
| 7D | -8.4% | +7.9% | -16.4% | -9.2% |
| 30D | -0.9% | +0.8% | -1.7% | -1.3% |
| 3M | -26.1% | -26.0% | -0.1% | -24.9% |
| 6M | -23.6% | -55.5% | +31.9% | -20.3% |
| YTD | -31.8% | +41.0% | -72.9% | -34.0% |
| 1Y | -32.6% | +10.4% | -43.0% | -33.9% |
| All | +33.1% | +62.2% | -29.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling