+53.4%
EFA vs FSLR
+112.6%
-59.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.7% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -1.3% | -15.1% | +13.8% | +0.1% |
| 3M | +5.2% | -22.5% | +27.7% | +7.5% |
| 6M | +9.4% | +4.0% | +5.4% | +8.5% |
| YTD | +12.7% | -22.3% | +35.0% | +14.3% |
| 1Y | +19.3% | 0.0% | +19.3% | +17.8% |
| 3Y | +66.3% | +10.9% | +55.5% | +57.0% |
| 5Y | +53.4% | +105.4% | -52.0% | +28.0% |
| All | +53.4% | +112.6% | -59.3% | +28.0% |
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 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