+418.1%
FSLR vs ED
+147.1%
+271.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -14.8% | +2.1% | -16.8% | -15.0% |
| 30D | -4.3% | +10.4% | -14.7% | -5.3% |
| 3M | -23.4% | +12.5% | -35.9% | -24.3% |
| 6M | -26.9% | +14.9% | -41.9% | -28.2% |
| YTD | -34.4% | +24.8% | -59.2% | -36.3% |
| 1Y | -33.2% | +23.8% | -57.0% | -35.1% |
| 3Y | +28.1% | +51.6% | -23.6% | +17.5% |
| 5Y | +54.5% | +86.4% | -31.9% | +37.3% |
| All | +418.1% | +147.1% | +271.0% | +297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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