+2,672.5%
NVDL vs FSLR
+39.5%
+2,633.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -5.5% |
| 7D | +7.3% | +6.8% | +0.5% | +4.8% |
| 30D | -0.7% | -14.7% | +14.0% | +4.7% |
| 3M | +9.5% | -22.6% | +32.0% | +19.1% |
| 6M | +41.6% | +12.7% | +28.9% | +35.3% |
| YTD | +23.3% | -18.4% | +41.7% | +28.8% |
| 1Y | +40.3% | +4.9% | +35.3% | +33.1% |
| 3Y | +692.2% | +16.4% | +675.8% | +588.5% |
| All | +2,672.5% | +39.5% | +2,633.1% | +1,932.5% |
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 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