+713.0%
FSLR vs ED
+458.2%
+254.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.6% |
| 7D | +15.3% | +1.6% | +13.7% | +14.6% |
| 30D | +11.7% | +13.3% | -1.6% | +6.3% |
| 3M | -17.6% | +9.7% | -27.3% | -20.6% |
| 6M | -7.7% | +12.8% | -20.5% | -12.7% |
| YTD | -23.0% | +22.3% | -45.3% | -29.7% |
| 1Y | -26.0% | +26.3% | -52.3% | -33.5% |
| 3Y | +36.9% | +45.0% | -8.2% | +11.9% |
| 5Y | +72.9% | +80.2% | -7.3% | +25.8% |
| 10Y | +519.3% | +129.9% | +389.4% | +242.9% |
| All | +713.0% | +458.2% | +254.8% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling