+2,490.2%
NVDL vs FSLR
+36.7%
+2,453.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -10.3% | +2.2% | -12.6% | -11.1% |
| 30D | -7.1% | -7.8% | +0.7% | -4.6% |
| 3M | +6.6% | -22.9% | +29.5% | +16.1% |
| 6M | +21.1% | +4.4% | +16.7% | +18.5% |
| YTD | +15.2% | -20.0% | +35.2% | +21.1% |
| 1Y | +18.8% | +2.8% | +16.0% | +13.4% |
| 3Y | +649.9% | +16.5% | +633.4% | +551.7% |
| All | +2,490.2% | +36.7% | +2,453.4% | +1,810.5% |
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 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