+495.8%
FSLR vs ECL
+199.1%
+296.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.5% |
| 7D | +15.3% | -0.8% | +16.1% | +15.7% |
| 30D | +11.7% | +8.1% | +3.5% | +7.7% |
| 3M | -17.6% | +6.4% | -24.0% | -19.9% |
| 6M | -7.7% | +14.8% | -22.5% | -13.8% |
| YTD | -23.0% | +15.5% | -38.5% | -28.3% |
| 1Y | -26.0% | +20.1% | -46.2% | -32.4% |
| 3Y | +36.9% | +77.8% | -40.9% | +2.9% |
| 5Y | +72.9% | +37.9% | +35.1% | +44.2% |
| All | +495.8% | +199.1% | +296.7% | +215.3% |
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