+174.6%
ZTS vs FSLR
+619.6%
-445.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.9% | -13.7% | +15.6% | +3.3% |
| 3M | -4.0% | -35.1% | +31.1% | -0.3% |
| 6M | -39.1% | +3.6% | -42.8% | -39.9% |
| YTD | -38.8% | -21.7% | -17.1% | -38.0% |
| 1Y | -49.6% | +1.3% | -50.8% | -50.4% |
| 3Y | -59.0% | +9.7% | -68.7% | -61.4% |
| 5Y | -61.8% | +117.4% | -179.1% | -67.7% |
| 10Y | +61.4% | +435.5% | -374.0% | +17.2% |
| All | +174.6% | +619.6% | -445.0% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling