+726.4%
FSLR vs EFV
+162.7%
+563.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -1.6% |
| 30D | -13.7% | +1.7% | -15.4% | -15.2% |
| 3M | -35.1% | +8.6% | -43.7% | -40.3% |
| 6M | +3.6% | +11.7% | -8.0% | -7.3% |
| YTD | -21.7% | +19.3% | -41.0% | -35.3% |
| 1Y | +1.3% | +30.2% | -28.9% | -23.8% |
| 3Y | +9.7% | +91.6% | -81.9% | -45.3% |
| 5Y | +117.4% | +96.4% | +21.0% | +3.7% |
| 10Y | +435.5% | +166.5% | +269.0% | +80.7% |
| All | +726.4% | +162.7% | +563.7% | +259.1% |
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 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