+447.0%
FSLR vs XYZ
+580.4%
-133.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | +0.2% | -3.7% | +4.0% | +1.3% |
| 30D | -15.1% | +0.5% | -15.7% | -15.4% |
| 3M | -22.5% | +16.3% | -38.8% | -26.1% |
| 6M | +4.0% | +21.1% | -17.2% | -2.3% |
| YTD | -22.3% | +22.0% | -44.2% | -28.1% |
| 1Y | 0.0% | +5.2% | -5.1% | -3.9% |
| 3Y | +10.9% | +49.6% | -38.7% | -10.4% |
| 5Y | +105.4% | -68.4% | +173.8% | +138.9% |
| 10Y | +447.0% | +604.5% | -157.5% | +97.2% |
| All | +447.0% | +580.4% | -133.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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