+687.9%
NFLX vs FSLR
+431.1%
+256.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.2% |
| 7D | -8.1% | +0.2% | -8.3% | -8.2% |
| 30D | -0.3% | -15.1% | +14.8% | +2.2% |
| 3M | -6.6% | -22.5% | +15.9% | -3.2% |
| 6M | -22.7% | +4.0% | -26.6% | -24.5% |
| YTD | -18.9% | -22.3% | +3.3% | -17.4% |
| 1Y | -39.8% | 0.0% | -39.8% | -41.9% |
| 3Y | +71.7% | +10.9% | +60.8% | +50.2% |
| 5Y | +27.2% | +105.4% | -78.1% | -10.4% |
| 10Y | +687.9% | +447.0% | +240.9% | +316.0% |
| All | +687.9% | +431.1% | +256.8% | +316.0% |
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 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