+52.6%
FSLR vs ECL
+38.6%
+14.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | -14.8% | +2.9% | -17.6% | -15.9% |
| 30D | -4.3% | +7.5% | -11.8% | -7.3% |
| 3M | -23.4% | +12.2% | -35.6% | -27.2% |
| 6M | -26.9% | +24.6% | -51.5% | -33.9% |
| YTD | -34.4% | +18.8% | -53.2% | -39.5% |
| 1Y | -33.2% | +19.3% | -52.5% | -38.5% |
| 3Y | +28.1% | +78.2% | -50.1% | -2.7% |
| All | +52.6% | +38.6% | +14.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling