+127.9%
NOK vs FSLR
+429.3%
-301.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +5.4% | -14.8% | +20.1% | +8.0% |
| 30D | -14.1% | -4.3% | -9.9% | -13.7% |
| 3M | -23.6% | -23.4% | -0.2% | -20.5% |
| 6M | -45.1% | -26.9% | -18.2% | -42.4% |
| YTD | +24.7% | -34.4% | +59.1% | +32.2% |
| 1Y | +19.0% | -33.2% | +52.2% | +25.7% |
| 3Y | +147.0% | +28.1% | +119.0% | +123.4% |
| 5Y | +58.2% | +54.5% | +3.7% | +32.1% |
| All | +127.9% | +429.3% | -301.4% | +35.8% |
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