+29,914.7%
NVDA vs FSLR
+603.3%
+29,311.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -3.5% |
| 7D | -8.5% | -12.0% | +3.5% | -5.3% |
| 30D | -27.3% | -7.7% | -19.6% | -25.8% |
| 3M | -25.8% | -24.0% | -1.7% | -20.6% |
| 6M | -24.6% | -24.4% | -0.1% | -20.0% |
| YTD | -10.7% | -34.0% | +23.4% | -3.3% |
| 1Y | -14.0% | -35.6% | +21.6% | -6.6% |
| 3Y | +244.9% | +28.7% | +216.2% | +185.6% |
| 5Y | +449.3% | +55.3% | +393.9% | +311.8% |
| 10Y | +7,600.6% | +437.4% | +7,163.1% | +3,716.2% |
| All | +29,914.7% | +603.3% | +29,311.5% | +13,539.0% |
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