-26.0%
FSLR vs ZBRA
+25.3%
-51.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.5% |
| 7D | +10.3% | -13.6% | +23.9% | +13.3% |
| 30D | +10.4% | -11.5% | +21.9% | +12.9% |
| 3M | -20.2% | -9.9% | -10.3% | -18.7% |
| 6M | -8.0% | +48.6% | -56.6% | -14.3% |
| YTD | -25.5% | +36.9% | -62.4% | -32.3% |
| 1Y | -26.0% | +27.7% | -53.6% | -29.3% |
| All | -26.0% | +25.3% | -51.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling