+41.5%
NU vs FSLR
+109.2%
-67.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -4.9% | +2.2% | -7.1% | -5.5% |
| 30D | +7.8% | -7.8% | +15.6% | +10.0% |
| 3M | +20.9% | -22.9% | +43.8% | +28.4% |
| 6M | +0.9% | +4.4% | -3.5% | -2.4% |
| YTD | -12.7% | -20.0% | +7.3% | -10.2% |
| 1Y | -6.4% | +2.8% | -9.2% | -11.2% |
| 3Y | +98.1% | +16.5% | +81.6% | +60.1% |
| All | +41.5% | +109.2% | -67.6% | -38.6% |
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