+1,040.4%
NEE vs FSLR
+734.5%
+305.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -2.2% | -13.7% | +11.5% | -0.6% |
| 3M | -1.2% | -35.1% | +33.9% | +3.2% |
| 6M | -8.6% | +3.6% | -12.2% | -9.7% |
| YTD | +6.2% | -21.7% | +27.9% | +7.8% |
| 1Y | +21.1% | +1.3% | +19.8% | +19.0% |
| 3Y | +36.4% | +9.7% | +26.7% | +28.9% |
| 5Y | +11.4% | +117.4% | -106.0% | -4.4% |
| 10Y | +250.0% | +435.5% | -185.5% | +161.7% |
| All | +1,040.4% | +734.5% | +305.9% | +686.4% |
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 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