+29.3%
V vs FSLR
-24.3%
+53.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +4.1% |
| 7D | +9.0% | +10.3% | -1.3% | +9.6% |
| 30D | +18.1% | +10.4% | +7.7% | +18.8% |
| 3M | +18.3% | -20.2% | +38.5% | +16.5% |
| 6M | +34.1% | -8.0% | +42.1% | +33.0% |
| YTD | +25.2% | -25.5% | +50.8% | +24.9% |
| 1Y | +29.3% | -26.0% | +55.3% | +28.4% |
| All | +29.3% | -24.3% | +53.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling