+458.5%
FSLR vs EFV
+169.9%
+288.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | +2.2% | -0.8% | +3.0% | +3.0% |
| 30D | -7.8% | +0.6% | -8.5% | -8.4% |
| 3M | -22.9% | +7.5% | -30.4% | -27.9% |
| 6M | +4.4% | +13.0% | -8.6% | -6.4% |
| YTD | -20.0% | +18.3% | -38.3% | -31.7% |
| 1Y | +2.8% | +26.7% | -23.9% | -17.7% |
| 3Y | +16.5% | +89.6% | -73.0% | -35.7% |
| 5Y | +110.3% | +98.2% | +12.1% | +10.6% |
| All | +458.5% | +169.9% | +288.6% | +119.6% |
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