+107.7%
NU vs FSLR
+15.1%
+92.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.9% |
| 7D | +6.0% | +6.8% | -0.8% | +5.0% |
| 30D | +10.8% | -14.7% | +25.5% | +13.4% |
| 3M | +32.2% | -22.6% | +54.7% | +36.7% |
| 6M | +5.1% | +12.7% | -7.6% | +1.9% |
| YTD | -8.4% | -18.4% | +9.9% | -7.2% |
| 1Y | +0.7% | +4.9% | -4.2% | -2.5% |
| All | +107.7% | +15.1% | +92.6% | +84.7% |
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 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