+726.4%
FSLR vs ZBRA
+893.8%
-167.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | -13.7% | -1.7% | -12.0% | -13.1% |
| 3M | -35.1% | +47.8% | -82.9% | -47.0% |
| 6M | +3.6% | +56.7% | -53.1% | -18.8% |
| YTD | -21.7% | +49.4% | -71.1% | -38.3% |
| 1Y | +1.3% | +16.5% | -15.3% | -10.7% |
| 3Y | +9.7% | +31.5% | -21.8% | -13.9% |
| 5Y | +117.4% | -38.6% | +155.9% | +134.8% |
| 10Y | +435.5% | +421.0% | +14.5% | +54.6% |
| All | +726.4% | +893.8% | -167.4% | -14.1% |
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