+418.1%
FSLR vs EFV
+163.3%
+254.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.9% |
| 7D | -14.8% | +2.5% | -17.3% | -16.9% |
| 30D | -4.3% | +2.9% | -7.2% | -7.1% |
| 3M | -23.4% | -1.4% | -22.0% | -22.4% |
| 6M | -26.9% | +5.5% | -32.5% | -30.3% |
| YTD | -34.4% | +16.1% | -50.5% | -43.0% |
| 1Y | -33.2% | +20.3% | -53.5% | -43.9% |
| 3Y | +28.1% | +90.4% | -62.4% | -29.8% |
| 5Y | +54.5% | +93.5% | -39.0% | -16.9% |
| All | +418.1% | +163.3% | +254.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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