+68.2%
EFA vs FSLR
+15.2%
+53.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | +1.2% | +6.8% | -5.6% | +0.6% |
| 30D | -0.7% | -14.7% | +14.0% | +0.6% |
| 3M | +6.4% | -22.6% | +29.0% | +8.4% |
| 6M | +11.4% | +12.7% | -1.3% | +10.1% |
| YTD | +14.0% | -18.4% | +32.4% | +14.9% |
| 1Y | +20.2% | +4.9% | +15.3% | +18.5% |
| 3Y | +68.2% | +16.4% | +51.8% | +59.1% |
| All | +68.2% | +15.2% | +53.0% | +59.1% |
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