+449.7%
V vs FSLR
+498.1%
-48.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +2.2% | +15.3% | -13.1% | +0.8% |
| 30D | +13.6% | +11.7% | +1.9% | +12.4% |
| 3M | +14.3% | -17.6% | +31.9% | +16.1% |
| 6M | +33.1% | -7.7% | +40.8% | +32.8% |
| YTD | +21.2% | -23.0% | +44.2% | +22.5% |
| 1Y | +26.4% | -26.0% | +52.5% | +28.2% |
| 3Y | +77.6% | +36.9% | +40.7% | +58.4% |
| 5Y | +102.6% | +72.9% | +29.7% | +66.4% |
| All | +449.7% | +498.1% | -48.4% | +236.7% |
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