+455.6%
FSLR vs RVTY
+219.6%
+236.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -8.4% | -0.7% | -7.7% | -8.3% |
| 30D | -0.9% | +1.7% | -2.6% | -2.0% |
| 3M | -26.1% | +36.8% | -62.9% | -35.7% |
| 6M | -23.6% | +60.1% | -83.7% | -38.1% |
| YTD | -31.8% | +64.0% | -95.8% | -46.2% |
| 1Y | -32.6% | +68.2% | -100.8% | -47.4% |
| 3Y | +33.0% | +88.8% | -55.8% | -4.0% |
| 5Y | +56.8% | -10.5% | +67.3% | +49.9% |
| 10Y | +455.6% | +219.7% | +235.9% | +139.3% |
| All | +455.6% | +219.6% | +236.0% | +139.3% |
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