-26.7%
ZTS vs FSLR
-24.3%
-2.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +2.9% | +7.4% |
| 7D | +15.4% | +10.3% | +5.1% | +15.3% |
| 30D | +25.8% | +10.4% | +15.3% | +25.7% |
| 3M | +18.1% | -20.2% | +38.3% | +18.1% |
| 6M | -19.7% | -8.0% | -11.8% | -20.6% |
| YTD | -27.5% | -25.5% | -2.0% | -27.4% |
| 1Y | -26.7% | -26.0% | -0.8% | -27.0% |
| All | -26.7% | -24.3% | -2.5% | -27.0% |
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 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