-49.1%
ZTS vs FSLR
+32.4%
-81.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.4% |
| 7D | -0.4% | +15.3% | -15.7% | -1.0% |
| 30D | +11.7% | +11.7% | +0.1% | +11.2% |
| 3M | +3.5% | -17.6% | +21.1% | +4.2% |
| 6M | -27.6% | -7.7% | -19.9% | -27.8% |
| YTD | -35.5% | -23.0% | -12.5% | -35.2% |
| 1Y | -32.1% | -26.0% | -6.0% | -31.7% |
| 3Y | -49.1% | +36.9% | -85.9% | -52.4% |
| All | -49.1% | +32.4% | -81.5% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling