+55.3%
FSLR vs XYZ
-64.0%
+119.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.8% | -2.3% |
| 7D | -12.0% | -2.1% | -9.9% | -11.6% |
| 30D | -7.7% | +7.0% | -14.7% | -9.3% |
| 3M | -24.0% | +5.1% | -29.1% | -25.2% |
| 6M | -24.4% | +14.1% | -38.5% | -27.3% |
| YTD | -34.0% | +26.4% | -60.4% | -38.9% |
| 1Y | -35.6% | +25.1% | -60.7% | -40.2% |
| 3Y | +28.7% | +59.7% | -31.1% | +5.4% |
| 5Y | +55.3% | -63.8% | +119.1% | +75.2% |
| All | +55.3% | -64.0% | +119.3% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling