+592.8%
FSLR vs ZBRA
+787.7%
-194.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -1.4% |
| 7D | -14.8% | +0.6% | -15.4% | -15.1% |
| 30D | -4.3% | -14.0% | +9.7% | +2.1% |
| 3M | -23.4% | -14.7% | -8.7% | -18.1% |
| 6M | -26.9% | +31.3% | -58.2% | -37.5% |
| YTD | -34.4% | +33.4% | -67.8% | -45.8% |
| 1Y | -33.2% | +34.1% | -67.3% | -45.0% |
| 3Y | +28.1% | +59.9% | -31.9% | -9.2% |
| 5Y | +54.5% | -45.3% | +99.8% | +76.2% |
| 10Y | +434.6% | +384.4% | +50.1% | +58.2% |
| All | +592.8% | +787.7% | -194.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling