+56.8%
FSLR vs ROIV
+421.8%
-365.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -8.4% | +9.5% | -17.9% | -9.7% |
| 30D | -0.9% | +21.0% | -21.9% | -3.7% |
| 3M | -26.1% | +18.7% | -44.8% | -28.2% |
| 6M | -23.6% | +44.5% | -68.2% | -27.9% |
| YTD | -31.8% | +92.9% | -124.7% | -38.6% |
| 1Y | -32.6% | +100.2% | -132.8% | -39.7% |
| 3Y | +33.0% | +375.0% | -342.0% | +4.7% |
| 5Y | +56.8% | +435.2% | -378.4% | +6.4% |
| All | +56.8% | +421.8% | -365.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling