+45.2%
NU vs FSLR
+103.2%
-58.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -0.9% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | +8.2% | -15.1% | +23.4% | +12.7% |
| 3M | +26.3% | -22.5% | +48.8% | +33.8% |
| 6M | +2.2% | +4.0% | -1.7% | -1.0% |
| YTD | -10.4% | -22.3% | +11.9% | -7.2% |
| 1Y | -3.0% | 0.0% | -3.0% | -7.3% |
| 3Y | +120.3% | +10.9% | +109.4% | +80.9% |
| All | +45.2% | +103.2% | -58.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling