+442.6%
FSLR vs EFX
+41.8%
+400.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.1% |
| 7D | +0.2% | -9.4% | +9.6% | +3.2% |
| 30D | -15.1% | -6.9% | -8.3% | -13.5% |
| 3M | -22.5% | +0.1% | -22.7% | -23.5% |
| 6M | +4.0% | -17.3% | +21.3% | +8.4% |
| YTD | -22.3% | -21.8% | -0.4% | -18.4% |
| 1Y | 0.0% | -32.5% | +32.6% | +10.2% |
| 3Y | +10.9% | -12.3% | +23.2% | +7.0% |
| 5Y | +105.4% | -36.6% | +142.0% | +116.9% |
| All | +442.6% | +41.8% | +400.8% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling