+50.0%
UNP vs FSLR
+116.7%
-66.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.6% |
| 7D | -0.7% | +6.8% | -7.6% | -1.1% |
| 30D | -1.1% | -14.7% | +13.6% | -0.4% |
| 3M | +7.9% | -22.6% | +30.4% | +9.2% |
| 6M | +14.6% | +12.7% | +1.9% | +13.0% |
| YTD | +26.6% | -18.4% | +45.0% | +27.0% |
| 1Y | +35.6% | +4.9% | +30.6% | +33.5% |
| 3Y | +45.5% | +16.4% | +29.1% | +37.3% |
| 5Y | +50.0% | +123.5% | -73.5% | +28.1% |
| All | +50.0% | +116.7% | -66.7% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling