+526.6%
FSLR vs RVTY
+206.5%
+320.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.7% |
| 7D | +15.3% | -1.2% | +16.5% | +15.5% |
| 30D | +11.7% | +1.0% | +10.6% | +10.8% |
| 3M | -17.6% | +35.8% | -53.4% | -28.1% |
| 6M | -7.7% | +56.7% | -64.4% | -24.6% |
| YTD | -23.0% | +60.7% | -83.7% | -38.7% |
| 1Y | -26.0% | +73.7% | -99.7% | -43.1% |
| 3Y | +36.9% | +82.8% | -45.9% | +0.2% |
| 5Y | +72.9% | -7.0% | +80.0% | +61.5% |
| All | +526.6% | +206.5% | +320.1% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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