+28.1%
FSLR vs UUUU
-17.1%
+45.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -14.8% | -1.1% | -13.7% | -14.8% |
| 30D | -4.3% | -21.0% | +16.7% | -0.5% |
| 3M | -23.4% | -54.8% | +31.4% | -12.4% |
| 6M | -26.9% | -67.3% | +40.4% | -12.6% |
| YTD | -34.4% | -54.7% | +20.3% | -26.6% |
| 1Y | -33.2% | -57.4% | +24.2% | -24.9% |
| 3Y | +28.1% | -19.6% | +47.7% | +12.3% |
| All | +28.1% | -17.1% | +45.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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