+651.2%
NVDL vs FSLR
+11.8%
+639.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -5.4% |
| 7D | -8.7% | -0.1% | -8.6% | -8.8% |
| 30D | -1.3% | -14.0% | +12.7% | +3.8% |
| 3M | +11.4% | -16.9% | +28.2% | +18.5% |
| 6M | +22.9% | +4.7% | +18.2% | +20.1% |
| YTD | +15.4% | -20.7% | +36.1% | +21.8% |
| 1Y | +18.8% | +1.7% | +17.1% | +13.3% |
| All | +651.2% | +11.8% | +639.4% | +563.4% |
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