+726.4%
FSLR vs RVTY
+592.6%
+133.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -13.7% | +13.2% | -26.9% | -19.8% |
| 3M | -35.1% | +27.2% | -62.3% | -44.1% |
| 6M | +3.6% | +32.4% | -28.8% | -13.9% |
| YTD | -21.7% | +34.9% | -56.6% | -36.5% |
| 1Y | +1.3% | +52.4% | -51.1% | -24.0% |
| 3Y | +9.7% | +12.3% | -2.6% | -6.3% |
| 5Y | +117.4% | -30.8% | +148.2% | +133.4% |
| 10Y | +435.5% | +150.7% | +284.8% | +113.8% |
| All | +726.4% | +592.6% | +133.8% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling