+45.9%
NFLX vs FSLR
+32.4%
+13.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.4% |
| 7D | +2.1% | +15.3% | -13.2% | +1.7% |
| 30D | -9.0% | +11.7% | -20.7% | -9.3% |
| 3M | -14.0% | -17.6% | +3.7% | -13.6% |
| 6M | -28.2% | -7.7% | -20.4% | -28.3% |
| YTD | -32.4% | -23.0% | -9.4% | -32.1% |
| 1Y | -42.2% | -26.0% | -16.2% | -41.9% |
| 3Y | +45.9% | +36.9% | +9.0% | +36.3% |
| All | +45.9% | +32.4% | +13.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling