+474.3%
FSLR vs ECL
+155.1%
+319.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +6.8% | -0.8% | +7.6% | +7.2% |
| 30D | -14.7% | -2.5% | -12.2% | -13.7% |
| 3M | -22.6% | +8.3% | -30.9% | -25.6% |
| 6M | +12.7% | -1.1% | +13.8% | +12.8% |
| YTD | -18.4% | +6.5% | -24.9% | -21.2% |
| 1Y | +4.9% | +2.1% | +2.9% | +3.2% |
| 3Y | +16.4% | +57.6% | -41.2% | -7.7% |
| 5Y | +123.5% | +28.1% | +95.4% | +91.7% |
| All | +474.3% | +155.1% | +319.2% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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