+45.5%
UNP vs FSLR
+32.4%
+13.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.4% | -2.7% |
| 7D | -4.6% | +15.3% | -19.9% | -4.9% |
| 30D | +5.6% | +11.7% | -6.0% | +5.3% |
| 3M | -1.3% | -17.6% | +16.3% | -0.9% |
| 6M | +9.2% | -7.7% | +17.0% | +8.9% |
| YTD | +27.3% | -23.0% | +50.3% | +27.4% |
| 1Y | +35.9% | -26.0% | +62.0% | +36.0% |
| 3Y | +45.5% | +36.9% | +8.6% | +31.6% |
| All | +45.5% | +32.4% | +13.1% | +31.6% |
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