+13.3%
FSLR vs RVTY
+18.2%
-4.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -13.7% | +13.2% | -26.9% | -17.8% |
| 3M | -35.1% | +27.2% | -62.3% | -41.2% |
| 6M | +3.6% | +32.4% | -28.8% | -8.3% |
| YTD | -21.7% | +34.9% | -56.6% | -32.0% |
| 1Y | +1.3% | +52.4% | -51.1% | -16.9% |
| All | +13.3% | +18.2% | -4.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling