+360.4%
FSLR vs Z
+6.9%
+353.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +3.3% |
| 7D | +15.3% | -4.6% | +19.9% | +16.3% |
| 30D | +11.7% | +8.3% | +3.3% | +8.7% |
| 3M | -17.6% | -11.6% | -6.0% | -16.2% |
| 6M | -7.7% | -33.6% | +25.9% | -0.2% |
| YTD | -23.0% | -56.7% | +33.7% | -9.0% |
| 1Y | -26.0% | -59.1% | +33.1% | -11.5% |
| 3Y | +36.9% | -20.4% | +57.2% | +33.5% |
| 5Y | +72.9% | -55.3% | +128.2% | +84.3% |
| 10Y | +519.3% | -14.2% | +533.5% | +409.4% |
| All | +360.4% | +6.9% | +353.5% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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