+123.5%
FSLR vs EFV
+96.3%
+27.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.9% |
| 7D | +6.8% | +1.0% | +5.8% | +5.9% |
| 30D | -14.7% | +0.2% | -14.9% | -14.9% |
| 3M | -22.6% | +9.6% | -32.2% | -28.5% |
| 6M | +12.7% | +14.0% | -1.3% | +1.0% |
| YTD | -18.4% | +18.5% | -36.8% | -29.8% |
| 1Y | +4.9% | +27.9% | -23.0% | -15.6% |
| 3Y | +16.4% | +92.4% | -76.0% | -33.9% |
| 5Y | +123.5% | +97.2% | +26.3% | +26.1% |
| All | +123.5% | +96.3% | +27.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling