+28.0%
NU vs FSLR
+71.5%
-43.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.5% | +12.3% | +11.9% |
| 7D | +9.9% | -14.8% | +24.7% | +14.4% |
| 30D | -11.5% | -4.3% | -7.2% | -10.5% |
| 3M | -5.1% | -23.4% | +18.3% | +1.3% |
| 6M | +3.1% | -26.9% | +30.1% | +9.7% |
| YTD | -21.0% | -34.4% | +13.4% | -14.8% |
| 1Y | -15.2% | -33.2% | +18.0% | -9.3% |
| 3Y | +56.4% | +28.1% | +28.4% | +17.5% |
| All | +28.0% | +71.5% | -43.5% | -41.7% |
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