+1,063.5%
NEE vs FSLR
+599.6%
+463.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | -14.8% | +12.7% | -0.4% |
| 30D | +8.6% | -4.3% | +12.9% | +9.1% |
| 3M | -0.3% | -23.4% | +23.1% | +2.5% |
| 6M | -8.9% | -26.9% | +18.0% | -6.5% |
| YTD | +8.3% | -34.4% | +42.7% | +12.0% |
| 1Y | +4.3% | -33.2% | +37.5% | +7.4% |
| 3Y | +70.7% | +28.1% | +42.7% | +58.5% |
| 5Y | +12.8% | +54.5% | -41.7% | +0.4% |
| 10Y | +287.2% | +434.6% | -147.4% | +190.6% |
| All | +1,063.5% | +599.6% | +463.9% | +716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling