+2.8%
FSLR vs EFV
+27.7%
-24.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -27.7% |
| 6M | +4.4% | +13.0% | -8.6% | -5.2% |
| YTD | -20.0% | +18.3% | -38.3% | -31.8% |
| 1Y | +2.8% | +26.7% | -23.9% | -17.0% |
| All | +2.8% | +27.7% | -24.8% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling