+72.2%
V vs FSLR
+117.9%
-45.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -13.7% | +15.6% | +2.4% |
| 3M | +17.4% | -35.1% | +52.4% | +19.0% |
| 6M | +17.5% | +3.6% | +13.9% | +16.7% |
| YTD | +7.6% | -21.7% | +29.3% | +8.1% |
| 1Y | +7.7% | +1.3% | +6.4% | +6.5% |
| 3Y | +54.7% | +9.7% | +45.0% | +48.0% |
| All | +72.2% | +117.9% | -45.8% | +43.7% |
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 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