+596.4%
FSLR vs EFV
+154.7%
+441.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.1% |
| 7D | -12.0% | +0.7% | -12.7% | -12.9% |
| 30D | -7.7% | +2.0% | -9.7% | -9.9% |
| 3M | -24.0% | -1.6% | -22.4% | -22.7% |
| 6M | -24.4% | +5.8% | -30.2% | -28.6% |
| YTD | -34.0% | +15.6% | -49.7% | -43.7% |
| 1Y | -35.6% | +19.0% | -54.6% | -46.6% |
| 3Y | +28.7% | +90.7% | -62.0% | -35.7% |
| 5Y | +55.3% | +92.8% | -37.4% | -24.6% |
| 10Y | +437.4% | +160.5% | +276.9% | +85.4% |
| All | +596.4% | +154.7% | +441.8% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling