+2,926.4%
V vs FSLR
+0.2%
+2,926.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -13.7% | +15.6% | +3.9% |
| 3M | +17.4% | -35.1% | +52.4% | +23.7% |
| 6M | +17.5% | +3.6% | +13.9% | +15.3% |
| YTD | +7.6% | -21.7% | +29.3% | +9.2% |
| 1Y | +7.7% | +1.3% | +6.4% | +4.7% |
| 3Y | +54.7% | +9.7% | +45.0% | +40.4% |
| 5Y | +73.0% | +117.4% | -44.3% | +34.4% |
| 10Y | +390.9% | +435.5% | -44.6% | +201.1% |
| All | +2,926.4% | +0.2% | +2,926.2% | +2,367.6% |
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