+4.9%
FSLR vs ECL
+2.9%
+2.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | -14.7% | -2.5% | -12.2% | -13.9% |
| 3M | -22.6% | +8.3% | -30.9% | -25.4% |
| 6M | +12.7% | -1.1% | +13.8% | +12.4% |
| YTD | -18.4% | +6.5% | -24.9% | -20.7% |
| 1Y | +4.9% | +2.1% | +2.9% | +4.4% |
| All | +4.9% | +2.9% | +2.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling