+58.8%
ZTS vs FSLR
+431.1%
-372.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | +0.1% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -2.0% | -15.1% | +13.1% | -0.5% |
| 3M | -10.2% | -22.5% | +12.3% | -8.2% |
| 6M | -39.4% | +4.0% | -43.4% | -40.2% |
| YTD | -40.8% | -22.3% | -18.6% | -40.0% |
| 1Y | -50.1% | 0.0% | -50.1% | -51.0% |
| 3Y | -58.9% | +10.9% | -69.7% | -61.6% |
| 5Y | -62.4% | +105.4% | -167.7% | -68.7% |
| 10Y | +58.8% | +447.0% | -388.2% | +10.4% |
| All | +58.8% | +431.1% | -372.3% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling