+48.8%
NU vs FSLR
+104.6%
-55.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.6% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +6.1% | -13.7% | +19.8% | +10.0% |
| 3M | +26.8% | -35.1% | +61.9% | +40.4% |
| 6M | +2.5% | +3.6% | -1.2% | -0.7% |
| YTD | -8.2% | -21.7% | +13.6% | -5.0% |
| 1Y | +3.4% | +1.3% | +2.1% | -1.5% |
| 3Y | +116.2% | +9.7% | +106.5% | +78.6% |
| All | +48.8% | +104.6% | -55.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling