+106.6%
FSLR vs NVTS
-14.2%
+120.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.1% |
| 7D | +6.8% | +9.7% | -2.9% | +5.8% |
| 30D | -14.7% | -13.6% | -1.1% | -13.6% |
| 3M | -22.6% | -51.0% | +28.4% | -17.8% |
| 6M | +12.7% | +46.3% | -33.6% | +7.1% |
| YTD | -18.4% | +68.1% | -86.4% | -24.5% |
| 1Y | +4.9% | +113.9% | -109.0% | -6.2% |
| 3Y | +16.4% | +45.3% | -28.9% | +4.1% |
| All | +106.6% | -14.2% | +120.7% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling