+281.1%
UNP vs FSLR
+432.1%
-151.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | +2.1% | -12.0% | +14.1% | +3.4% |
| 30D | +7.7% | -7.7% | +15.4% | +8.5% |
| 3M | +4.0% | -24.0% | +28.1% | +6.8% |
| 6M | +15.7% | -24.4% | +40.1% | +17.9% |
| YTD | +33.5% | -34.0% | +67.5% | +37.5% |
| 1Y | +38.9% | -35.6% | +74.5% | +43.3% |
| 3Y | +53.7% | +28.7% | +25.0% | +36.2% |
| 5Y | +40.4% | +55.3% | -14.9% | +15.2% |
| All | +281.1% | +432.1% | -151.0% | +132.7% |
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