+146.5%
EFA vs FSLR
+429.3%
-282.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.2% | -14.8% | +17.0% | +4.1% |
| 30D | +1.4% | -4.3% | +5.7% | +1.8% |
| 3M | -4.2% | -23.4% | +19.2% | -1.4% |
| 6M | +1.9% | -26.9% | +28.9% | +5.0% |
| YTD | +10.2% | -34.4% | +44.6% | +14.2% |
| 1Y | +12.8% | -33.2% | +46.0% | +16.5% |
| 3Y | +65.2% | +28.1% | +37.1% | +50.0% |
| 5Y | +49.8% | +54.5% | -4.7% | +27.3% |
| All | +146.5% | +429.3% | -282.8% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling