+286.5%
UNP vs FSLR
+473.3%
-186.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.8% | +1.8% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | +8.0% | +1.8% | +6.2% | +7.6% |
| 3M | +3.3% | -24.4% | +27.7% | +6.2% |
| 6M | +14.7% | -17.7% | +32.4% | +15.8% |
| YTD | +31.9% | -30.7% | +62.6% | +35.2% |
| 1Y | +37.1% | -33.6% | +70.7% | +41.0% |
| 3Y | +51.9% | +35.1% | +16.7% | +33.9% |
| 5Y | +39.3% | +63.1% | -23.8% | +13.6% |
| All | +286.5% | +473.3% | -186.7% | +133.1% |
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