+526.6%
FSLR vs ED
+132.4%
+394.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.0% |
| 7D | +15.3% | +1.6% | +13.7% | +15.1% |
| 30D | +11.7% | +13.3% | -1.6% | +10.2% |
| 3M | -17.6% | +9.7% | -27.3% | -18.4% |
| 6M | -7.7% | +12.8% | -20.5% | -9.2% |
| YTD | -23.0% | +22.3% | -45.3% | -25.1% |
| 1Y | -26.0% | +26.3% | -52.3% | -28.4% |
| 3Y | +36.9% | +45.0% | -8.2% | +26.5% |
| 5Y | +72.9% | +80.2% | -7.3% | +54.3% |
| All | +526.6% | +132.4% | +394.2% | +392.9% |
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