+28.1%
FSLR vs RVTY
+85.4%
-57.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | 0.0% |
| 7D | -14.8% | -0.5% | -14.3% | -14.7% |
| 30D | -4.3% | +1.5% | -5.8% | -5.1% |
| 3M | -23.4% | +31.5% | -54.8% | -31.1% |
| 6M | -26.9% | +62.7% | -89.6% | -39.8% |
| YTD | -34.4% | +60.0% | -94.4% | -46.7% |
| 1Y | -33.2% | +65.7% | -98.9% | -46.6% |
| 3Y | +28.1% | +85.2% | -57.1% | -15.8% |
| All | +28.1% | +85.4% | -57.3% | -15.8% |
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