-29.3%
ZTS vs FSLR
-35.9%
+6.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.0% |
| 7D | +5.6% | -14.8% | +20.4% | +5.7% |
| 30D | +12.1% | -4.3% | +16.4% | +12.1% |
| 3M | +11.3% | -23.4% | +34.7% | +11.5% |
| 6M | +14.3% | -26.9% | +41.3% | +13.9% |
| YTD | -31.9% | -34.4% | +2.5% | -31.4% |
| 1Y | -29.3% | -33.2% | +3.9% | -29.2% |
| All | -29.3% | -35.9% | +6.7% | -29.2% |
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