+178.1%
EFA vs FSLR
+734.5%
-556.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +0.9% | -13.7% | +14.5% | +3.0% |
| 3M | +4.9% | -35.1% | +40.0% | +11.4% |
| 6M | +8.6% | +3.6% | +4.9% | +7.1% |
| YTD | +14.6% | -21.7% | +36.4% | +17.2% |
| 1Y | +22.6% | +1.3% | +21.4% | +19.9% |
| 3Y | +66.5% | +9.7% | +56.8% | +52.8% |
| 5Y | +54.5% | +117.4% | -62.8% | +21.8% |
| 10Y | +144.8% | +435.5% | -290.7% | +52.9% |
| All | +178.1% | +734.5% | -556.4% | +58.1% |
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 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