+8.6%
V vs FSLR
+3.4%
+5.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.4% |
| 7D | -1.1% | +6.8% | -7.9% | -0.6% |
| 30D | +1.9% | -14.7% | +16.6% | +0.9% |
| 3M | +15.5% | -22.6% | +38.1% | +14.1% |
| 6M | +16.6% | +12.7% | +3.9% | +17.0% |
| YTD | +5.7% | -18.4% | +24.1% | +5.7% |
| 1Y | +8.6% | +4.9% | +3.6% | +6.8% |
| All | +8.6% | +3.4% | +5.2% | +6.8% |
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