+726.4%
FSLR vs ED
+405.2%
+321.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -13.7% | -0.1% | -13.5% | -13.7% |
| 3M | -35.1% | +3.9% | -39.0% | -36.5% |
| 6M | +3.6% | -3.0% | +6.7% | +3.9% |
| YTD | -21.7% | +10.7% | -32.4% | -25.7% |
| 1Y | +1.3% | +13.3% | -12.1% | -5.3% |
| 3Y | +9.7% | +34.5% | -24.8% | -7.9% |
| 5Y | +117.4% | +67.1% | +50.2% | +61.9% |
| 10Y | +435.5% | +103.0% | +332.4% | +213.2% |
| All | +726.4% | +405.2% | +321.2% | +90.1% |
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