+3,306.4%
V vs FSLR
-6.1%
+3,312.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.5% |
| 7D | -0.8% | +5.3% | -6.0% | -1.5% |
| 30D | +9.5% | +7.8% | +1.8% | +8.3% |
| 3M | +16.7% | -23.4% | +40.0% | +20.5% |
| 6M | +32.9% | -12.9% | +45.8% | +33.7% |
| YTD | +21.1% | -26.7% | +47.7% | +23.6% |
| 1Y | +26.6% | -28.4% | +55.0% | +29.5% |
| 3Y | +78.4% | +44.6% | +33.8% | +54.6% |
| 5Y | +105.5% | +67.9% | +37.5% | +66.4% |
| 10Y | +444.2% | +496.9% | -52.7% | +227.7% |
| All | +3,306.4% | -6.1% | +3,312.5% | +2,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling