+16.4%
FSLR vs XYZ
+43.0%
-26.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.0% |
| 7D | +6.8% | +2.9% | +4.0% | +6.1% |
| 30D | -14.7% | +1.4% | -16.1% | -15.1% |
| 3M | -22.6% | +14.6% | -37.1% | -25.1% |
| 6M | +12.7% | +20.8% | -8.1% | +7.5% |
| YTD | -18.4% | +23.1% | -41.4% | -23.0% |
| 1Y | +4.9% | +5.6% | -0.7% | +2.4% |
| 3Y | +16.4% | +50.9% | -34.5% | -16.4% |
| All | +16.4% | +43.0% | -26.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling