-62.8%
ZTS vs FSLR
+116.7%
-179.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.2% |
| 7D | -4.8% | +6.8% | -11.6% | -5.2% |
| 30D | +1.2% | -14.7% | +16.0% | +2.2% |
| 3M | -6.0% | -22.6% | +16.5% | -4.6% |
| 6M | -38.7% | +12.7% | -51.4% | -39.7% |
| YTD | -40.6% | -18.4% | -22.3% | -40.3% |
| 1Y | -50.6% | +4.9% | -55.5% | -51.4% |
| 3Y | -58.7% | +16.4% | -75.1% | -61.0% |
| 5Y | -62.8% | +123.5% | -186.3% | -68.5% |
| All | -62.8% | +116.7% | -179.5% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling