+32.6%
NET vs FSLR
+67.3%
-34.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.0% |
| 7D | -16.4% | +10.3% | -26.7% | -18.9% |
| 30D | -25.8% | +10.4% | -36.3% | -28.2% |
| 3M | -11.5% | -20.2% | +8.6% | -6.0% |
| 6M | +18.9% | -8.0% | +26.9% | +19.5% |
| YTD | +35.2% | -25.5% | +60.8% | +41.6% |
| 1Y | +14.5% | -26.0% | +40.4% | +19.6% |
| 3Y | +313.8% | +28.0% | +285.8% | +184.0% |
| 5Y | +32.6% | +66.7% | -34.2% | -51.0% |
| All | +32.6% | +67.3% | -34.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling