+66.9%
FSLR vs NVTS
-31.6%
+98.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.8% |
| 7D | -12.0% | +21.6% | -33.6% | -13.8% |
| 30D | -7.7% | -8.5% | +0.9% | -7.3% |
| 3M | -24.0% | -31.4% | +7.4% | -21.8% |
| 6M | -24.4% | -50.3% | +25.9% | -20.5% |
| YTD | -34.0% | +33.9% | -67.9% | -38.0% |
| 1Y | -35.6% | +10.6% | -46.2% | -38.5% |
| 3Y | +28.7% | +52.7% | -24.1% | +11.1% |
| 5Y | +55.3% | -48.5% | +103.8% | +39.4% |
| All | +66.9% | -31.6% | +98.5% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling