+631.5%
FSLR vs EFV
+155.1%
+476.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.2% |
| 7D | -2.6% | +2.1% | -4.8% | -5.1% |
| 30D | +1.8% | +3.1% | -1.3% | -1.7% |
| 3M | -24.4% | -1.3% | -23.1% | -23.4% |
| 6M | -17.7% | +6.0% | -23.7% | -22.4% |
| YTD | -30.7% | +15.8% | -46.6% | -41.0% |
| 1Y | -33.6% | +21.1% | -54.7% | -46.1% |
| 3Y | +35.1% | +91.0% | -55.9% | -32.6% |
| 5Y | +63.1% | +94.3% | -31.2% | -21.5% |
| 10Y | +466.4% | +160.4% | +306.0% | +95.5% |
| All | +631.5% | +155.1% | +476.4% | +227.7% |
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