+127.4%
FSLR vs ROIV
+232.7%
-105.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -13.7% | +1.0% | -14.6% | -13.8% |
| 3M | -35.1% | +18.3% | -53.4% | -36.6% |
| 6M | +3.6% | +18.3% | -14.7% | +1.0% |
| YTD | -21.7% | +61.0% | -82.7% | -27.2% |
| 1Y | +1.3% | +177.9% | -176.6% | -12.8% |
| 3Y | +9.7% | +199.1% | -189.4% | -7.9% |
| 5Y | +117.4% | +250.7% | -133.3% | +61.9% |
| All | +127.4% | +232.7% | -105.2% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling