+9.6%
FSLR vs ECL
+57.4%
-47.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | -2.6% | +2.6% | +1.2% |
| 30D | -13.7% | -2.2% | -11.5% | -12.8% |
| 3M | -35.1% | +10.1% | -45.2% | -38.1% |
| 6M | +3.6% | -5.7% | +9.4% | +5.9% |
| YTD | -21.7% | +7.0% | -28.7% | -24.5% |
| 1Y | +1.3% | +2.7% | -1.4% | -0.6% |
| All | +9.6% | +57.4% | -47.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling