+436.0%
META vs FSLR
+458.2%
-22.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.6% | +1.0% |
| 7D | +3.3% | -2.6% | +5.9% | +3.6% |
| 30D | -10.8% | +1.8% | -12.5% | -11.1% |
| 3M | +7.9% | -24.4% | +32.3% | +12.6% |
| 6M | +5.4% | -17.7% | +23.1% | +7.8% |
| YTD | -2.6% | -30.7% | +28.1% | +1.5% |
| 1Y | +1.9% | -33.6% | +35.5% | +6.8% |
| 3Y | +97.0% | +35.1% | +61.8% | +68.4% |
| 5Y | +97.6% | +63.1% | +34.6% | +51.6% |
| 10Y | +436.0% | +466.4% | -30.4% | +204.9% |
| All | +436.0% | +458.2% | -22.2% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 10y: compounded portfolio wealth divided by compounded FSLR 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…
10y analysis · Full analysis span regression · 6 months rolling