+3,310.4%
V vs FSLR
-1.4%
+3,311.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | +2.2% | +15.3% | -13.1% | +0.2% |
| 30D | +13.6% | +11.7% | +1.9% | +11.8% |
| 3M | +14.3% | -17.6% | +31.9% | +16.9% |
| 6M | +33.1% | -7.7% | +40.8% | +32.8% |
| YTD | +21.2% | -23.0% | +44.2% | +23.0% |
| 1Y | +26.4% | -26.0% | +52.5% | +28.8% |
| 3Y | +77.6% | +36.9% | +40.7% | +55.5% |
| 5Y | +102.6% | +72.9% | +29.7% | +63.5% |
| 10Y | +464.4% | +519.3% | -54.9% | +238.2% |
| All | +3,310.4% | -1.4% | +3,311.8% | +2,678.3% |
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