+105.4%
FSLR vs ZBRA
-40.4%
+145.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | -15.1% | -8.8% | -6.3% | -12.7% |
| 3M | -22.5% | +47.2% | -69.8% | -32.7% |
| 6M | +4.0% | +61.3% | -57.4% | -13.0% |
| YTD | -22.3% | +42.0% | -64.3% | -32.9% |
| 1Y | 0.0% | +10.5% | -10.4% | -5.9% |
| 3Y | +10.9% | +34.5% | -23.6% | -7.9% |
| 5Y | +105.4% | -40.3% | +145.7% | +124.0% |
| All | +105.4% | -40.4% | +145.8% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling