-57.9%
ZTS vs FSLR
+13.9%
-71.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.9% | -13.7% | +15.6% | +2.6% |
| 3M | -4.0% | -35.1% | +31.1% | -2.0% |
| 6M | -39.1% | +3.6% | -42.8% | -39.7% |
| YTD | -38.8% | -21.7% | -17.1% | -38.4% |
| 1Y | -49.6% | +1.3% | -50.8% | -50.2% |
| All | -57.9% | +13.9% | -71.8% | -60.0% |
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 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