+90.7%
FSLR vs ROIV
+276.5%
-185.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -14.8% | +1.7% | -16.5% | -15.0% |
| 30D | -4.3% | +17.6% | -21.9% | -6.5% |
| 3M | -23.4% | +9.0% | -32.3% | -24.5% |
| 6M | -26.9% | +35.3% | -62.2% | -30.2% |
| YTD | -34.4% | +82.2% | -116.6% | -40.2% |
| 1Y | -33.2% | +92.3% | -125.5% | -39.6% |
| 3Y | +28.1% | +336.8% | -308.7% | +3.1% |
| 5Y | +54.5% | +370.6% | -316.1% | +10.9% |
| All | +90.7% | +276.5% | -185.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling