+454.3%
FSLR vs ED
+104.2%
+350.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | +6.8% | +0.5% | +6.3% | +6.8% |
| 30D | -14.7% | +1.1% | -15.8% | -14.8% |
| 3M | -22.6% | +4.6% | -27.2% | -23.1% |
| 6M | +12.7% | -2.0% | +14.7% | +12.7% |
| YTD | -18.4% | +11.7% | -30.1% | -19.9% |
| 1Y | +4.9% | +15.7% | -10.8% | +2.3% |
| 3Y | +16.4% | +34.4% | -18.0% | +8.1% |
| 5Y | +123.5% | +67.3% | +56.2% | +100.0% |
| 10Y | +454.3% | +104.0% | +350.3% | +342.2% |
| All | +454.3% | +104.2% | +350.1% | +342.2% |
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