+291.2%
NEE vs FSLR
+464.2%
-173.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.8% | -8.4% | +5.7% | -1.6% |
| 30D | +9.5% | -0.9% | +10.4% | +9.5% |
| 3M | +1.0% | -26.1% | +27.1% | +5.0% |
| 6M | -8.0% | -23.6% | +15.7% | -5.6% |
| YTD | +9.4% | -31.8% | +41.3% | +13.3% |
| 1Y | +3.1% | -32.6% | +35.7% | +6.8% |
| 3Y | +70.5% | +33.0% | +37.5% | +52.8% |
| 5Y | +15.2% | +56.8% | -41.6% | -3.1% |
| 10Y | +291.2% | +455.6% | -164.4% | +173.4% |
| All | +291.2% | +464.2% | -173.0% | +173.4% |
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