+85.9%
ZTS vs FSLR
+432.1%
-346.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +0.8% |
| 7D | +1.0% | -12.0% | +13.0% | +2.2% |
| 30D | +12.4% | -7.7% | +20.1% | +13.1% |
| 3M | +13.6% | -24.0% | +37.6% | +16.3% |
| 6M | +9.3% | -24.4% | +33.8% | +11.3% |
| YTD | -32.6% | -34.0% | +1.5% | -30.7% |
| 1Y | -30.0% | -35.6% | +5.6% | -28.0% |
| 3Y | -48.7% | +28.7% | -77.4% | -53.4% |
| 5Y | -59.3% | +55.3% | -114.6% | -65.3% |
| All | +85.9% | +432.1% | -346.3% | +28.4% |
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